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Uncovering the skewness news impact curve
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SYSNO 0466532 Title Uncovering 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 Type Článek v odborném periodiku Institutional support NHU-N - RVO:67985998 Language eng Country GB Keywords conditional skewness * news impact curve * stock returns Permanent Link http://hdl.handle.net/11104/0264809
Number of the records: 1