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

  • Guedhami, Omrane
  • Sy, Oumar
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    File URL: http://www.sciencedirect.com/science/article/B6W5X-4GJK8JC-1/2/f86994a1e34ed71abd169109e683f8fd
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    Article provided by Elsevier in its journal The Quarterly Review of Economics and Finance.

    Volume (Year): 45 (2005)
    Issue (Month): 4-5 (September)
    Pages: 582-598

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    Handle: RePEc:eee:quaeco:v:45:y:2005:i:4-5:p:582-598
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/620167

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