REGULARITIES IN THE VARIATION OF SKEWNESS IN ASSET RETURNS

Journal of Financial Research

Volumn 17, Issue 3, 1994, Pages 427-438

  Alles, Lakshman A ^a   Kling, John L ^b  

^a CURTIN UNIVERSITY   (Australia)

^b WASHINGTON STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84986471243     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.1994.tb00203.x     Document Type: Article

References (13)

1. On measuring skewness and elongation in common stock return distributions: The case of the market index
2. A data‐analytic look at skewness and elongation in common stock return distributions
3. Bootstrap methods: Another look at the jacknife
4. The bahavior of stock market prices
5. Permanent and temporary components of stock prices
6. Business conditions and expected returns on stocks and bonds
7. Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
8. On estimating skewness in stock returns
9. The distribution of stock returns: New evidence against the stable model
10. Tests for departure from normality in the case of linear stochastic processes
11. Why does stock market volatility change over time?
12. Indices of U.S. stock prices from 1802 to 1987