Why is the Market Skewness-Return Relationship Negative?

Unpublished conference/Abstract (Scientific congresses, symposiums and conference proceedings)

Lehnert, Thorsten

2020 • 2nd Italian Workshop of Econometrics and Empirical Economics: “Time Series Models: Theory and Applications”

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https://hdl.handle.net/10993/41125

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 :

23 January 2020

Event name :

2nd Italian Workshop of Econometrics and Empirical Economics: “Time Series Models: Theory and Applications”

Event date :

from 23-01-2020 to 24-01-2020

By request :

Yes

Audience :

International

Focus Area :

Finance

Available on ORBilu :

since 03 December 2019

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