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Market skewness risk and the cross section of stock returns

✍ Scribed by Bo Young Chang; Peter Christoffersen; Kris Jacobs

Book ID: 118238090
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 701 KB
Volume: 107
Category: Article
ISSN: 0304-405X
DOI: 10.1016/j.jfineco.2012.07.002

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