Idiosyncratic coskewness and equity return anomalies
Year of publication: |
2010
|
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Authors: | Chabi-Yo, Fousseni ; Yang, Jun |
Publisher: |
Ottawa : Bank of Canada |
Subject: | Finanzmarkt | Kapitalanlage | Offenbarte Präferenzen | Kapitalertrag | Volatilität | Theorie | Economic models | financial markets |
Series: | Bank of Canada Working Paper ; 2010-11 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.34989/swp-2010-11 [DOI] 630739609 [GVK] hdl:10419/53800 [Handle] RePEc:bca:bocawp:10-11 [RePEc] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G33 - Bankruptcy; Liquidation |
Source: |
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Idiosyncratic coskewness and equity return anomalies
Chabi-Yo, Fousseni, (2010)
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Default Risk, Idiosyncratic Coskewness and Equity Returns
Chabi-Yo, Fousseni, (2010)
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Idiosyncratic Coskewness and Equity Return Anomalies
Chabi-Yo, Fousseni, (2010)
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A no-arbitrage analysis of macroeconomic determinants of term structures and the exchange rate
Chabi-Yo, Fousseni, (2007)
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Default risk, idiosyncratic coskewness and equity returns
Chabi-Yo, Fousseni, (2009)
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A no-arbitrage analysis of macroeconomic determinants of term structures and the exchange rate
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