Work

Ex Ante Skewness and Expected Stock Returns

Year: 2009

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.2012.01795.x

Authors: JENNIFER CONRAD, ROBERT F. DITTMAR, ERIC GHYSELS

Institutions: University of North Carolina at Chapel Hill, University of Michigan, Stanford University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3126009762

FWCI: 22.68

Cites: 76

Cited by: 789

Related to: 9