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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Asset pricing"
~subject:"China"
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Asset pricing
China
Capital income
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Kapitaleinkommen
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Theorie
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CAPM
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Share price
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Portfolio selection
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Index futures
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Index-Futures
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Co-kurtosis
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Conditional skewness
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Lazrak, Skander
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The North American journal of economics and finance : a journal of financial economics studies
Pacific-Basin finance journal
5
Applied economics letters
3
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
2
International review of economics & finance : IREF
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International review of financial analysis
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Research in international business and finance
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Economics Thesis from University Paris Dauphine
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Emerging markets review
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Emerging markets, finance and trade : EMFT
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Finance Research Letters
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Finance research letters
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Journal of economic dynamics & control
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Journal of financial stability
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Journal of international money and finance
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Journal of risk : JOR
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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Extreme risk transmission channels between the stock index futures and spot markets : evidence from China
Jian, Zhihong
;
Li, Xupei
;
Zhu, Zhican
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413574
Saved in:
2
Do idiosyncratic
skewness
and kurtosis really matter?
Ayadi, Mohamed
;
Cao, Xu
;
Lazrak, Skander
;
Wang, Yan
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012203105
Saved in:
3
Can the
skewness
of oil returns affect stock returns? : Evidence from China’s A-Share markets
Mo, Xuan
;
Su, Zhi
;
Yin, Libo
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012204304
Saved in:
4
Liquidity
skewness
premium
Jeong, Giho
;
Kang, Jangkoo
;
Kwon, Kyungyoon
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 130-150
Persistent link: https://www.econbiz.de/10012036613
Saved in:
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