Does average skewness matter? Evidence from the Taiwanese stock market
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DOI: 10.1016/j.pacfin.2020.101382
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Cited by:
- Tsai, Chia-Fen & Chang, Jung-Hsien & Tsai, Feng-Tse, 2021. "Lottery preferences and retail short selling," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
- Annaert, Jan & De Ceuster, Marc & Van Cappellen, Jef, 2023. "Can average skewness really predict financial returns? The euro area case," Finance Research Letters, Elsevier, vol. 52(C).
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Keywords
Return predictability; Average skewness; Idiosyncratic skewness; Skewness preference;All these keywords.
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