Does expected idiosyncratic skewness of firms' profit predict the cross-section of stock returns? : evidence from China
Qun Zhang, Peihui Zhang, Hao Liu
| Year of publication: |
2023
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| Authors: | Zhang, Qun ; Zhang, Peihui ; Liu, Hao |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 64.2023, p. 1-26
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| Subject: | Chinese stock market | Expected idiosyncratic skewness of firms' profit | Lottery preferences | Mispricing | China | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution | Glücksspiel | Gambling | Rentabilität | Profitability |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2022.101839 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014266342