Título:

Skewness in Stock Returns: Reconciling the Evidence on Firm versus Aggregate Returns

Autor:

Rui Albuquerque (U Boston, U Católica Portuguesa) U Católica Portuguesa)

Revista:

Review of Financial Studies

Ano:

2012

Volume:

25

Páginas:

1630-1673

Códigos JEL:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
G14 - Information and Market Efficiency; Event Studies
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure