Are International Equity Markets Really Skewed?
Download full text from publisher
References listed on IDEAS
- C C Williams, 1996.
"Local exchange and trading systems: a new source of work and credit for the poor and unemployed?,"
Environment and Planning A,
Pion Ltd, London, vol. 28(8), pages 1395-1415, August.
- C C Williams, 1996. "Local Exchange and Trading Systems: A New Source of Work and Credit for the Poor and Unemployed?," Environment and Planning A, , vol. 28(8), pages 1395-1415, August.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hutson, Elaine & Kearney, Colm & Lynch, Margaret, 2008.
"Volume and skewness in international equity markets,"
Journal of Banking & Finance,
Elsevier, vol. 32(7), pages 1255-1268, July.
- Colm Kearney & Margaret Lynch, 2005. "Volume and Skewness in International Equity Markets," The Institute for International Integration Studies Discussion Paper Series iiisdp043, IIIS.
- Alexander Eastman & Brian Lucey, 2008. "Skewness and asymmetry in futures returns and volumes," Applied Financial Economics, Taylor & Francis Journals, vol. 18(10), pages 777-800.
- DiTraglia, Francis J. & Gerlach, Jeffrey R., 2013. "Portfolio selection: An extreme value approach," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 305-323.
More about this item
KeywordsAsymmetric returns; skewness; international equity markets.;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-04-30 (All new papers)
- NEP-CFN-2005-04-30 (Corporate Finance)
- NEP-RMG-2005-04-30 (Risk Management)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:iis:dispap:iiisdp040. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Colette Keleher). General contact details of provider: http://edirc.repec.org/data/cetcdie.html .
We have no references for this item. You can help adding them by using this form .