Article1988

On Measuring Skewness and Elongation in Common Stock Return Distributions: The Case of the Market Index

Swaminathan G. Badrinath · Sangit Chätterjee

135 citations0/0 files storedThe Journal of Business

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

Abstract

S. G. Badrinath, Sangit Chatterjee, On Measuring Skewness and Elongation in Common Stock Return Distributions: The Case of the Market Index, The Journal of Business, Vol. 61, No. 4 (Oct., 1988), pp. 451-472

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 135 citations exist upstream.

References

1997The variation of certain speculative prices 1977Foundations of Finance.1984Models of Stock Returns--A Comparison 1972The Distribution of Share Price Changes 1972The Distribution of Stock Returns 1978Diversification in a Three-Moment World 1986Skewness Persistence in Common Stock Returns 1987A General Distribution for Describing Security Price Returns

Cited by

1997Security price anomalies in the London International Stock Exchange: a 60 year perspective 1992The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency 2001Coskewness and cokurtosis in futures markets 1995Modelling Skewness and Kurtosis in the London Stock Exchange FT-SE Index Return Distributions 2013Comoment risk and stock returns 1991A Data-Analytic Look at Skewness and Elongation in Common-Stock-Return Distributions

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.