Subject
Economics and Econometrics,Finance
Reference33 articles.
1. Does realized skewness predict the cross-section of equity returns?;Amaya;J. Financ. Econ.,2015
2. Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion;Amédée-Manesme;Ann. Oper. Res.,2020
3. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financial Mark.,2002
4. The cross-section of volatility and expected returns;Ang;J. Finance,2006
5. Risk and the required return on equity;Arditti;J. Finance,1967
Cited by
1 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