Stock price crash risk : the role of systematic skewness
Year of publication: |
2022
|
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Authors: | Woraphon Wattanatorn ; Chaiyuth Padungsaksawasdi |
Published in: |
International journal of monetary economics and finance : IJMEF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0487, ZDB-ID 2471959-6. - Vol. 15.2022, 1, p. 78-93
|
Subject: | coskewness | crash risk | emerging market | negative skewness | stock price crash risk | systematic skewness | tail risk | Börsenkurs | Share price | Finanzkrise | Financial crisis | Kapitaleinkommen | Capital income | Risiko | Risk | Volatilität | Volatility |
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