Can average skewness really predict financial returns? : the euro area case
Jan Annaert, Marc De Ceuster, Jef Van Cappellen
| Year of publication: |
2023
|
|---|---|
| Authors: | Annaert, Jan ; De Ceuster, Marc J. ; Cappellen, Jef van |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 52.2023, p. 1-8
|
| Subject: | Average skewness | Stock market return predictability | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Eurozone | Euro area | Statistische Verteilung | Statistical distribution | Aktienmarkt | Stock market | Prognose | Forecast | Börsenkurs | Share price | EU-Staaten | EU countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103375 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472219