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Return distributions and improved tests of asset pricing models
Vorkink, Keith - In: The review of financial studies 16 (2003) 3, pp. 845-874
Persistent link: https://www.econbiz.de/10001794937
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Whence GARCH? : A preference-based explanation for conditional volatility
McQueen, Grant R.; Vorkink, Keith - In: The review of financial studies 17 (2004) 4, pp. 915-949
Persistent link: https://www.econbiz.de/10002396418
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Equilibrium underdiversification and the preference for skewness
Mitton, Todd; Vorkink, Keith - In: The review of financial studies 20 (2007) 4, pp. 1255-1288
Persistent link: https://www.econbiz.de/10003554524
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Investor overconfidence and trading volume
Statman, Meir; Thorley, Steven; Vorkink, Keith - In: The review of financial studies 19 (2006) 4, pp. 1531-1565
Persistent link: https://www.econbiz.de/10003391775
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Expected idiosyncratic skewness
Boyer, Brian H.; Mitton, Todd; Vorkink, Keith - In: The review of financial studies 23 (2010) 1, pp. 169-202
Persistent link: https://www.econbiz.de/10003941604