Higher moments matter! Cross‐sectional (higher) moments and the predictability of stock returns-Reference-Cited by-同舟云学术

Higher moments matter! Cross‐sectional (higher) moments and the predictability of stock returns

Published:2020-10-25 Issue:4 Volume:39 Page:455-481
ISSN:1058-3300
Container-title:Review of Financial Economics
language:en
Short-container-title:Rev Financ Econ

Author:

Stöckl Sebastian¹^ORCID,Kaiser Lars¹^ORCID

Affiliation:

1. University of Liechtenstein Vaduz Liechtenstein

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/rfe.1121

Reference66 articles.

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