Relative signed jump and future stock returns
Seema Rehman, Saqib Sharif, Wali Ullah
| Year of publication: |
2023
|
|---|---|
| Authors: | Rehman, Seema ; Sharif, Saqib ; Ullah, Wali |
| Subject: | cross-section of equity returns | emerging market | intraday data | realized skewness | relative signed jump | Kapitaleinkommen | Capital income | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns | Aktienindex | Stock index | CAPM | Schwellenländer | Emerging economies | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014279607