More than meets the eye : on the relationship between skewness and expected returns
Year of publication: |
2024
|
---|---|
Authors: | Stein, Roberto |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 60.2024, Art.-No. 104876, p. 1-7
|
Subject: | Asset pricing | Expected returns | Skewness | Kapitaleinkommen | Capital income | Börsenkurs | Share price | CAPM | Theorie | Theory |
-
Do idiosyncratic skewness and kurtosis really matter?
Ayadi, Mohamed, (2019)
-
House prices, expectations, and time-varying fundamentals
Gelain, Paolo, (2014)
-
The cross section of expected holding period returns and their dynamics : a present value approach
Lyle, Matthew R., (2015)
- More ...
-
Adjusted betas under reference-day risk
González, Marcelo, (2014)
-
Herding or Claustrophobia? Using Random Portfolios to Analyze a Measure of Herding
Stein, Roberto, (2012)
-
Depositor Behavior and Market Discipline in Colombia
Barajas, Adolfo, (2009)
- More ...