Skewness in the conditional distribution of daily equity returns

Applied Financial Economics

Volumn 14, Issue 3, 2004, Pages 195-202

  Harris, Richard D F ^a   Küçüközmen, C Coskun ^b   Yilmaz, Fatih ^c  

^a UNIVERSITY OF EXETER BUSINESS SCHOOL   (United Kingdom)

^b CENTRAL BANK OF THE REPUBLIC OF TURKEY   (Turkey)

^c Bank of America Corp   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL MARKET; PRICE DETERMINATION; STATISTICAL ANALYSIS;

EID: 10744231525     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/0960310042000187379     Document Type: Article

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