Idiosyncratic skewness and cross-section of stock returns : evidence from Taiwan
Mei-Chen Lin, Yu-Ling Lin
| Year of publication: |
2021
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|---|---|
| Authors: | Lin, Mei-Chen ; Lin, Yu-Ling |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 77.2021, p. 1-12
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| Subject: | Arbitrage limits | Idiosyncratic skewness | Risk | Stock returns | Taiwan | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Arbitrage | Risiko |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101816 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012805868