News, Skewness, and the Cross-section of Stock Returns
Author:
Publisher
Elsevier BV
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference74 articles.
1. Skewness in stock returns: Reconciling the evidence on firm versus aggregate returns;R Albuquerque;The Review of Financial Studies,2012
2. Does realized skewness predict the cross-section of equity returns;D Amaya;Journal of Financial Economics,2015
3. Illiquidity and stock returns: cross-section and time series effects;Y Amihud;Journal of Financial Markets,2002
4. Lottery-related anomalies: the role of referencedependent preferences;L An;Management Science,2020
5. Downside risk;A Ang;The Review of Financial Studies,2006
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