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Are Higher Co-Moments Priced? A Tale of Two Countries Journal article
Journal of Financial Studies, 2020
Authors:  Keith Lam;  Liang Dong;  Hung Wan Kot
Favorite | View/Download:480/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/14
Uk Stock Market  Higher Co-moments  Coskewness  Cokurtosis  China Stock Market  
Extreme downside risk and expected stock returns Journal article
Journal of Banking and Finance, 2012,Volume: 36,Issue: 5,Page: 1492
Authors:  Huang W.;  Liu Q.;  Ghon Rhee S.;  Wu F.
Favorite | View/Download:4/0 | TC[WOS]:38 TC[Scopus]:0 | Submit date:2018/10/30
Bankruptcy risk  Extreme downside risk  Generalized extreme value distribution  Idiosyncratic risk