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Uncovering the skewness news impact curve

  1. 1.
    SYSNO0466532
    TitleUncovering the skewness news impact curve
    Author(s) Anatolyev, Stanislav (NHU-N)
    Petukhov, A. (RU)
    Source Title Journal of Financial Econometrics. Roč. 14, č. 4 (2016), s. 746-771. - : Oxford University Press
    Document TypeČlánek v odborném periodiku
    Institutional supportNHU-N - RVO:67985998
    Languageeng
    CountryGB
    Keywords conditional skewness * news impact curve * stock returns
    Permanent Linkhttp://hdl.handle.net/11104/0264809
     
Number of the records: 1  

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