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The Skewness-Kurtosis plane for non-Gaussian systems : the case of hedge fund returns
Karagiorgis, Ariston; Drakos, Kōnstantinos - In: Journal of international financial markets, … 80 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013533169
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Stock price synchronicity and tails of return distribution
Douch, Mohamed; Farooq, Omar; Bouaddi, Mohammed - In: Journal of international financial markets, … 37 (2015), pp. 1-11
Persistent link: https://www.econbiz.de/10011474962
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Taiwan stock market and four-moment asset pricing model
Chiao, Chaoshin; Hung, Ken; Srivastava, Suresh C. - In: Journal of international financial markets, … 13 (2003) 4, pp. 355-381
Persistent link: https://www.econbiz.de/10001792910
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Economic freedom and crashes in financial markets
Blau, Benjamin - In: Journal of international financial markets, … 47 (2017), pp. 33-46
Persistent link: https://www.econbiz.de/10011892244
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Investor heterogeneity and negative skewness in stock returns : evidence from institutional investors
Benkraiem, Ramzi; Goutte, Stéphane; Saadi, Samir; Zhu, Hui - In: Journal of international financial markets, … 81 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013533418