Persistence of jump-induced tail risk and limits to arbitrage (Q6158431)
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scientific article; zbMATH DE number 7698405
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| English | Persistence of jump-induced tail risk and limits to arbitrage |
scientific article; zbMATH DE number 7698405 |
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Persistence of jump-induced tail risk and limits to arbitrage (English)
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20 June 2023
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tail risk
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asymmetry
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cross-section of stock returns
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return prediction
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empirical asset pricing
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0.7529142498970032
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0.7284892797470093
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0.7276448011398315
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0.7088408470153809
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