Narrow search
Showing 101 - 110 of 19,082
Cover Image
A characterization of the coskewness-cokurtosis pricing model
Back, Kerry E. - In: Economics letters 125 (2014) 2, pp. 219-222
Persistent link: https://www.econbiz.de/10010505382
Cover Image
What do data on millions of US workers reveal about life-cycle earnings risk?
Guvenen, Fatih; Karahan, Fatih; Ozkan, Serdar; Song, Jae - 2015
incomplete markets. In particular, earnings shocks display strong negative skewness and extremely high kurtosis - as high as 30 … compared with 3 for a Gaussian distribution. The high kurtosis implies that, in a given year, most individuals experience very …
Persistent link: https://www.econbiz.de/10010482953
Cover Image
Effects of macroeconomic news announcements on risk-neutral distribution : evidence from KOSPI200 intraday options data
Kim, Sol; Lee, Geul - In: Asia-Pacific journal of financial studies 40 (2011) 3, pp. 403-432
Persistent link: https://www.econbiz.de/10009388576
Cover Image
Competition, openness and inequality of firm size in the Indian manufacturing
Govinda, Hariprasad - In: Foreign trade review : quarterly journal of Indian … 51 (2016) 1, pp. 81-97
Persistent link: https://www.econbiz.de/10011451762
Cover Image
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego; Christoffersen, Peter F.; Jacobs, Kris; … - In: Journal of financial economics 118 (2015) 1, pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Cover Image
On the role of skewness, kurtosis, and the location and scale condition in a sharpe ratio performance evaluation setting
Auer, Benjamin R. - In: International journal of theoretical and applied finance 18 (2015) 6, pp. 1-13
Persistent link: https://www.econbiz.de/10011403903
Cover Image
An observatory note on tests for normality assumptions
Siddiqi, Ahmed F. - In: Journal of modelling in management 9 (2014) 3, pp. 290-305
Persistent link: https://www.econbiz.de/10010463704
Cover Image
Tests for normality in linear panel data models
Alejo, Javier; Galvão Júnior, Antônio Fialho; … - 2015
skewness and excess kurtosis allowing researchers to identify departures away from gaussianity in both error components of a …
Persistent link: https://www.econbiz.de/10010465418
Cover Image
Stock liquidity and return distribution : evidence from the London Stock Exchange
Wang, Andong; Hudson, Robert; Rhodes, Mark J.; Zhang, Sijia - In: Finance research letters 39 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012804976
Cover Image
Higher moments, extreme returns, and cross-section of cryptocurrency returns
Jia, Yuecheng; Liu, Yuzheng; Yan, Shu - In: Finance research letters 39 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012804999