DSpace at KOASAS
Browsing DSpace

Browse by Subject SKEWNESS

A to Z

All 0-9

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

or enter first few letters:

Showing results 1 to 4 of 4

1
An intertemporal CAPM with higher-order moments

Fang, Jeewon; Kang, Jangkoo, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.42, pp.314 - 337, 2017-11

2
Do hedge funds time market tail risk? Evidence from option-implied tail risk

Shin, Jung-Soon; Kim, Minki; Oh, Dongjun; Kim, Tong Suk, JOURNAL OF FUTURES MARKETS, v.39, no.2, pp.205 - 237, 2019-02

3
Evaluating time-series restrictions for cross-sections of expected returns: Multifactor CCAPMs

Kim, Jinyong, PACIFIC-BASIN FINANCE JOURNAL, v.20, no.5, pp.688 - 706, 2012-11

4
Retail Investors and the Idiosyncratic Volatility Puzzle: Evidence from the Korean Stock Market

Kang, Jangkoo; Lee, Eunmee; Sim, Myounghwa, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.43, no.2, pp.183 - 222, 2014-04

Discover

rss_1.0 rss_2.0 atom_1.0