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Does conditional market skewness resolve the puzzling market risk-return relationship?

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  • Guedhami, Omrane
  • Sy, Oumar

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  • Guedhami, Omrane & Sy, Oumar, 2005. "Does conditional market skewness resolve the puzzling market risk-return relationship?," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(4-5), pages 582-598, September.
    • Handle: RePEc:eee:quaeco:v:45:y:2005:i:4-5:p:582-598
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    1. Jiranyakul, Komain, 2011. "On the Risk-Return Tradeoff in the Stock Exchange of Thailand: New Evidence," MPRA Paper 45583, University Library of Munich, Germany.

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