The pricing of skewness over different return horizons
Year of publication: |
2023
|
---|---|
Authors: | Aretz, Kevin ; Arisoy, Yakup Eser |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 148.2023, p. 1-19
|
Subject: | asset pricing | physical skewness | quantile regression models | realized skewness | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | CAPM | Theorie | Theory |
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