Market skewness and stock return predictability : new evidence from China
Yuqing Feng, Mengxi He, and Yaojie Zhang
| Year of publication: |
2024
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| Authors: | Feng, Yuqing ; He, Mengxi ; Zhang, Yaojie |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 60.2024, 2, p. 233-244
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| Subject: | asset allocation | bad skewness | cash flow channel | good skewness | Stock return predictability | China | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Statistische Verteilung | Statistical distribution | Cash Flow | Cash flow | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2023.2217327 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014513825