Author:
Gao Yang,Leung Henry,Satchell Stephen
Subject
Economics and Econometrics,Finance
Reference65 articles.
1. The distribution of realized stock return volatility;Andersen;J. Financ. Econ.,2001
2. Downside risk and the momentum effect. Unpublished working paper;Ang;National Bureau Econ. Res.,2001
3. Downside Risk;Ang;Rev Financ Stud,2006
4. Hedge fund leverage;Ang;J. Financ. Econ.,2011
5. Asset pricing with partial-moments;Anthonisz;J. Bank. Finance,2012
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献