WHY IS THE MARKET SKEWNESS-RETURN RELATIONSHIP NEGATIVE?

Reference : WHY IS THE MARKET SKEWNESS-RETURN RELATIONSHIP NEGATIVE?


	Document type :	Scientific congresses, symposiums and conference proceedings : Unpublished conference
	Discipline(s) :	Business & economic sciences : Finance
	Focus Areas :	Finance
	To cite this reference:	http://hdl.handle.net/10993/39460

Title :	WHY IS THE MARKET SKEWNESS-RETURN RELATIONSHIP NEGATIVE?
Language :	English
Author, co-author :	Lehnert, Thorsten [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
Publication date :	30-May-2019
Peer reviewed :	Yes
Event name :	23th International Conference on Macroeconomic Analysis and International Finance
Event date :	from 30.05.2019 to 01.06.2019
Permalink :	http://hdl.handle.net/10993/39460

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