Cross-sectional Skewness
收藏NBER2018-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w25113
下载链接
链接失效反馈官方服务：
资源简介：
This paper evaluates skewness in the cross-section of stock returns in light of predictions from a well-known class of models. Cross-sectional skewness in monthly returns far exceeds what the standard lognormal model of returns would predict. However, skewness in long-run returns substantially
提供机构：
美国国家经济研究局
创建时间：
2018-10-01
