Higher realized moments and stock return predictability

Seema Rehman, Saqib Sharif, Wali Ullah

Year of publication:	2021
Authors:	Rehman, Seema ; Sharif, Saqib ; Ullah, Wali
Subject:	cross-section of equity returns \| emerging market \| intraday data \| realizedkurtosis \| realized skewness \| Kapitaleinkommen \| Capital income \| Kapitalmarktrendite \| Capital market returns \| Prognoseverfahren \| Forecasting model \| CAPM \| Volatilität \| Volatility \| Börsenkurs \| Share price \| Schwellenländer \| Emerging economies

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