The relationships between unsystematic risk, skewness and stock returns during up and down markets

Gordon Y.N. Tang, Wai Cheong Shum

Research output: Contribution to journalArticlepeer-review

19 Citations (Scopus)

Fingerprint

Dive into the research topics of 'The relationships between unsystematic risk, skewness and stock returns during up and down markets'. Together they form a unique fingerprint.

Economics, Econometrics and Finance