Return asymmetry and the cross section of stock returns
Zhongxiang Xu, Thanaset Chevapatrakul, Xiafei Li
| Year of publication: |
2019
|
|---|---|
| Authors: | Xu, Zhongxiang ; Chevapatrakul, Thanaset ; Li, Xiafei |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 97.2019, p. 93-110
|
| Subject: | Empirical asset pricing | Return asymmetry | Skewness | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | CAPM | Risikoprämie | Risk premium | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2019.06.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012140052