Skewness in individual stocks at different investment horizons

DOI10.1088/1469-7688/2/2/305zbMath1405.91566OpenAlexW2090541104MaRDI QIDQ4646776

Amado Peiro

Publication date: 14 January 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1469-7688/2/2/305

zbMATH Keywords

positive skewnessasymmetry of stock returnssymmetry of stock returns

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (2)

Time-varying risk attitude and conditional skewness ⋮ Asymmetries and tails in stock index returns: are their distributions really asymmetric?

Cites Work

• Gamblers favor skewness, not risk: Further evidence from United States' lottery games
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