Idiosyncratic asymmetry in stock returns : an entropy measure
Year of publication: |
2024
|
---|---|
Authors: | Chen, Yan ; Liu, Yakun |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 64.2024, Art.-No. 105317, p. 1-9
|
Subject: | Asymmetry | Cross-sectional returns | Entropy | Skewness | Entropie | Kapitaleinkommen | Capital income | Theorie | Theory | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Statistische Verteilung | Statistical distribution |
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