The negative news threshold - An explanation for negative skewness in stock returns

European Journal of Finance

Volumn 11, Issue 6, 2005, Pages 511-529

  Ekholm, Anders ^a   Pasternack, Daniel ^a  

^a HANKEN SCHOOL OF ECONOMICS   (Finland)

Author keywords

Disclosure policies; Negative skewness; Stock return distributions

Indexed keywords

EID: 32944463339     PISSN: 1351847X     EISSN: None     Source Type: Journal    
DOI: 10.1080/1351847042000286702     Document Type: Article

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