SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
SKEWNESS PERSISTENCE IN US COMMON STOCK RETURNS: RESULTS FROM BOOTSTRAPPING TESTS
7 references·0 citing·32 second hop
SKEWNESS PERSISTENCE IN US COMMON STOCK RETURNS: RESULTS FROM BOOTSTRAPPING TESTS (1996)SKEWNESS PERSISTENCE IN US COMMON STOCK R…Margin Regulation and Stock Market Volatility (1990)Margin Regulation and Stock M…On Estimating Skewness in Stock Returns (1989)On Estimating Skewness in Sto…On Measuring Skewness and Elongation in Common Stock Return Distributions: The Case of the Market Index (1988)On Measuring Skewness and Elo…A General Distribution for Describing Security Price Returns (1987)A General Distribution for De…Skewness Persistence in Common Stock Returns (1986)Skewness Persistence in Commo…Morphology of asset asymmetry (1980)Morphology of asset asymmetryDiversification in a Three-Moment World (1978)Diversification in a Three-Mo…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Pricing of Options and Corporate Liabilities (1973)Asymmetry in Australian Equity Returns (1986)The Analytics of the Intervaling Effect on Skewness and Kurtosis of Stock Returns (1989)PORTFOLIO THEORY WHEN INVESTMENT RELATIVES ARE LOGNORMALLY DISTRIBUTED (1974)The Stable-Law Model of Stock Returns (1988)An analysis of skewness and skewness persistence in three emerging markets (2005)Foundations of Finance. (1977)Models of Stock Returns--A Comparison (1984)The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency (1992)Security price anomalies in the London International Stock Exchange: a 60 year perspective (1997)The variation of certain speculative prices (1997)Coskewness and cokurtosis in futures markets (2001)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)The Distribution of Stock Returns: New Evidence Against the Stable Model (1990)An empirical analysis of the equity markets in China (1999)Closed-form transformations from risk-neutral to real-world distributions (2007)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Filtering and forecasting with misspecified ARCH models I (1992)Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close (1992)Stock volatility in the new millennium: how wacky is Nasdaq? (2002)Equilibrium in a Capital Asset Market (1966)Portfolio selection with skewness: A multiple-objective approach (1991)Stock Options as Lotteries (2014)Do Stocks Outperform Treasury Bills? (2017)Studies in the Theory of Capital Markets. (1973)SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS* (1976)Copula-based multivariate GARCH model with uncorrelated dependent errors (2008)ESG Shareholder Engagement and Downside Risk (2016)
this work references cited by second hop

References

  • 1978Diversification in a Three-Moment World284 cited
  • 1990Margin Regulation and Stock Market Volatility209 cited
  • 1986Skewness Persistence in Common Stock Returns183 cited
  • 1987A General Distribution for Describing Security Price Returns162 cited
  • 1988On Measuring Skewness and Elongation in Common Stock Return Distributions: The Case of the Market Index135 cited
  • 1989On Estimating Skewness in Stock Returns29 cited
  • 1980Morphology of asset asymmetry26 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work