Low‐Risk Anomalies?
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jofi.12910
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1. Maximum likelihood estimation of stochastic volatility models
2. Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns
3. Does realized skewness predict the cross-section of equity returns?
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5. Downside Risk
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