Why is the Market Skewness-Return Relationship Negative?

Unpublished conference/Abstract (Scientific congresses, symposiums and conference proceedings)

LEHNERT, Thorsten

2019 • 44th Symposium of the Spanish Economic Association

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Skewness-Return-Relationship Abstract new.pdf

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Disciplines :

Finance

Author, co-author :

LEHNERT, Thorsten ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)

External co-authors :

yes

Language :

English

Title :

Why is the Market Skewness-Return Relationship Negative?

Publication date :

13 December 2019

Event name :

44th Symposium of the Spanish Economic Association

Event date :

from 12-12-2019 to 14-2-2019

By request :

Yes

Audience :

International

Focus Area :

Finance

Available on ORBilu :

since 03 December 2019

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