Article

Title:
Skewness in Stock Returns: Reconciling the Evidence on Firm versus Aggregate Returns
Journal:
Review Of Financial Studies
Year:
2012
Volume:
25
Pages:
1630-1673
JEL codes:
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
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