Skewness in individual stocks at different investment horizons

DOI10.1088/1469-7688/2/2/305MaRDI QIDQ4646776zbMATH OpenOpenAlexFDO

Authors Amado Peiro

Publication date 14 January 2019

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/1469-7688/2/2/305

zbMATH Keywords

asymmetry of stock returnspositive skewnesssymmetry of stock returns

Mathematics Subject Classification ID

Portfolio theory (91G10)

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Cites work

• Gamblers favor skewness, not risk: Further evidence from United States' lottery games
• scientific article; zbMATH DE number 427543 (Why is no real title available?)
• scientific article; zbMATH DE number 3647917 (Why is no real title available?)

Cited in

(8)

• Cross-sectional-skew-dependent distribution models for industry returns in the Japanese stock market
• Monthly pattern and portfolio effect on higher moments of stock returns: Empirical evidence from Hong Kong
• Time-varying risk attitude and conditional skewness
• Inverse statistics in economics: the gain-loss asymmetry
• Priced risk and asymmetric volatility in the cross section of skewness
• A test for asymmetry of intra-day returns of stocks
• Asymmetries and tails in stock index returns: are their distributions really asymmetric?
• Long-Horizon Stock Returns Are Positively Skewed

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