Market skewness risk and the cross section of stock returns
| Year of publication: |
2013
|
|---|---|
| Authors: | Chang, Bo Young ; Christoffersen, Peter ; Jacobs, Kris |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 107.2013, 1, p. 46-68
|