Co-skewness and expected return : evidence from international stock markets
Year of publication: |
2022
|
---|---|
Authors: | Dong, Liang ; Kot, Hung Wan ; Lam, Keith ; Liu, Ming |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 76.2022, p. 1-21
|
Subject: | Co-skewness | International stock market | Market integration | Perceived uncertainty | Stock return | Schätzung | Estimation | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Welt | World | Börsenkurs | Share price | Marktintegration | Großbritannien | United Kingdom |
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