The Structure of Skewness Preferences in Asset Pricing Models with Higher Moments: An Empirical Test
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Bibliographic InfoArticle provided by Eastern Finance Association in its journal The Financial Review.
Volume (Year): 23 (1988)
Issue (Month): 1 (February)
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- Chang, Bo Young & Christoffersen, Peter & Jacobs, Kris, 2013. "Market skewness risk and the cross section of stock returns," Journal of Financial Economics, Elsevier, vol. 107(1), pages 46-68.
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