Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
Qing Liu, Shouyang Wang and Cong Sui
| Year of publication: |
2023
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|---|---|
| Authors: | Liu, Qing ; Wang, Shouyang ; Sui, Cong |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 55.2023, 49, p. 5816-5832
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| Subject: | asymmetry | cross-sectional regression | options | risk-neutral skewness | Volatility risk | Volatilität | Volatility | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | China | Statistische Verteilung | Statistical distribution | Theorie | Theory | Aktienmarkt | Stock market | Kapitalmarktrendite | Capital market returns | Welt | World | Schätzung | Estimation | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2140766 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014335824