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SKEWNESS PERSISTENCE IN US COMMON STOCK RETURNS: RESULTS FROM BOOTSTRAPPING TESTS · Study

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ArticleSKEWNESS PERSISTENCE IN US COMMON STOCK RETURNS: RESULTS FROM BOOTSTRAPPING TESTS

Richard A. DeFusco1996

Article1996

SKEWNESS PERSISTENCE IN US COMMON STOCK RETURNS: RESULTS FROM BOOTSTRAPPING TESTS

Richard A. DeFusco · Gordon V. Karels · Krishnamurty Muralidhar

22 citations·0/0 files stored·Journal of Business Finance &amp Accounting

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis

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References

1978Diversification in a Three-Moment World 1990Margin Regulation and Stock Market Volatility 1986Skewness Persistence in Common Stock Returns 1987A General Distribution for Describing Security Price Returns 1988On Measuring Skewness and Elongation in Common Stock Return Distributions: The Case of the Market Index 1989On Estimating Skewness in Stock Returns 1980Morphology of asset asymmetry

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2005An analysis of skewness and skewness persistence in three emerging marketsarticle · 4 shared references 1988On Measuring Skewness and Elongation in Common Stock Return Distributions: The Case of the Market Indexarticle · 3 shared references 1995Modelling Skewness and Kurtosis in the London Stock Exchange FT-SE Index Return Distributionsarticle · 3 shared references 2003Skewness persistence with optimal portfolio selectionarticle · 2 shared references 2001Coskewness and cokurtosis in futures marketsarticle · 2 shared references 2002Bootstrapping Financial Time Seriesarticle · 2 shared references

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Year1996

Typearticle

Published1996-12-01

VenueJournal of Business Finance &amp Accounting

ISSN-L0306-686X

Languageen

Citations22

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1111/j.1468-5957.1996.tb01164.x

openalex_workW2055035224

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