Skewness of return distribution and coefficient of risk premium

Journal of Systems Science and Complexity

Volumn 22, Issue 3, 2009, Pages 360-371

  Wen, Fenghua ^a   Yang, Xiaoguang ^a,b  

^a CHANGSHA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b CHINESE ACADEMY OF SCIENCES   (China)

Author keywords

Coefficient of risk premium; Return distribution; Robust skewness; Speculation

Indexed keywords

COMPOSITE INDEX; EMPIRICAL EVIDENCE; GROENEVELD; RISK PREMIUM; ROBUST MEASUREMENT; SECURITIES MARKET;

COMMERCE;

RISK PERCEPTION;

EID: 71449108473     PISSN: 10096124     EISSN: 15597067     Source Type: Journal    
DOI: 10.1007/s11424-009-9170-x     Document Type: Article

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