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coefficient of skewness with a positive sign, meaning that the probability of a large and negative excess return is more likely in … a less liquid market. In addition, a positive realized return is associated with a negative coefficient of skewness, or …
Persistent link: https://www.econbiz.de/10011278032
coefficient of skewness with a positive sign, meaning that the probability of a large and negative excess return is more likely in … a less liquid market. In addition, a positive realized return is associated with a negative coefficient of skewness, or …
Persistent link: https://www.econbiz.de/10011278127
, but also conditional skewness and kurtosis information, when forming direction-of-change forecasts. …
Persistent link: https://www.econbiz.de/10009363828
, but also conditional skewness and kurtosis information, when forming direction-of-change forecasts. …
Persistent link: https://www.econbiz.de/10009363861
Country indices as represented by iShares exhibit non-normal return distributions with both skewness and kurtosis …
Persistent link: https://www.econbiz.de/10009365418