Do outliers matter? The predictive ability of average skewness on market returns using robust skewness measures
| Year of publication: |
2020
|
|---|---|
| Authors: | Bo, Xu Chong ; Han, Jianlei ; Liao, Yin ; Shi, Jing ; Yan, Wu |
| Published in: |
Accounting & Finance. - Wiley, ISSN 1467-629X, ZDB-ID 1482438-3. - Vol. 61.2020, 3 (10.11.), p. 3977-4006
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/acfi.12723 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012408382