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Expected Idiosyncratic Skewness · Study

PreprintShelves

PreprintExpected Idiosyncratic Skewness

Brian H. Boyer2008

OA

Preprintgreen2008

Expected Idiosyncratic Skewness

Brian H. Boyer · Todd Mitton · Keith Vorkink

84 citations·0/0 files stored·SSRN Electronic Journal

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

Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 84 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1997On Persistence in Mutual Fund Performance 1973Risk, Return, and Equilibrium: Empirical Tests 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1985Does the Stock Market Overreact?1987A Simple Model of Capital Market Equilibrium with Incomplete Information 2003Liquidity Risk and Expected Stock Returns 2006The Cross‐Section of Volatility and Expected Returns

Cited by

2011Do Investors Overpay for Stocks with Lottery-Like Payoffs? An Examination of the Returns on OTC Stocks 2011Higher co-moments and asset pricing on London Stock Exchange 2015Lottery-Related Anomalies: The Role of Reference-Dependent Preferences 2015Do the Distributional Characteristics of Corporate Bonds Predict Their Future Returns?2012Conglomerate Investment, Skewness, and the CEO Long Shot Bias 2015History-Dependent Risk Preferences: Evidence from Individual Choices and Implications for the Disposition Effect 2010A Survey Data Response to the Teaching of Utility Curves and Risk Aversion

Details

Year2008

Typepreprint

Published2008-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations84

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.1089071

openalex_workW2027341867

Links

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