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Skewness Persistence In Us Common Stock Returns: Results From Bootstrapping Tests

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  • Richard A. DeFusco
  • Gordon V. Karels
  • Krishnamurty Muralidhar

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  • Richard A. DeFusco & Gordon V. Karels & Krishnamurty Muralidhar, 1996. "Skewness Persistence In Us Common Stock Returns: Results From Bootstrapping Tests," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 23(8), pages 1183-1195, December.
    • Handle: RePEc:bla:jbfnac:v:23:y:1996:i:8:p:1183-1195
    DOI: 10.1111/j.1468-5957.1996.tb01164.x
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    References listed on IDEAS

    as
    1. Hsieh, David A & Miller, Merton H, 1990. "Margin Regulation and Stock Market Volatility," Journal of Finance, American Finance Association, vol. 45(1), pages 3-29, March.
    2. Beedles, Wiliam L. & Simkowitz, Michael A., 1980. "Morphology of asset asymmetry," Journal of Business Research, Elsevier, vol. 8(4), pages 457-468, December.
    3. Singleton, J. Clay & Wingender, John, 1986. "Skewness Persistence in Common Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 21(3), pages 335-341, September.
    4. Bookstaber, Richard M & McDonald, James B, 1987. "A General Distribution for Describing Security Price Returns," The Journal of Business, University of Chicago Press, vol. 60(3), pages 401-424, July.
    5. Badrinath, S G & Chatterjee, Sangit, 1988. "On Measuring Skewness and Elongation in Common Stock Return Distributions: The Case of the Market Index," The Journal of Business, University of Chicago Press, vol. 61(4), pages 451-472, October.
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