Idiosyncratic asymmetry in stock returns : an entropy measure
Yan Chen, Yakun Liu
| Year of publication: |
2024
|
|---|---|
| Authors: | Chen, Yan ; Liu, Yakun |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 64.2024, Art.-No. 105317, p. 1-9
|
| Subject: | Asymmetry | Cross-sectional returns | Entropy | Skewness | Entropie | Kapitaleinkommen | Capital income | Theorie | Theory | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Statistische Verteilung | Statistical distribution |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105317 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014531737