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	Document type :	Scientific congresses, symposiums and conference proceedings : Unpublished conference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/10993/41125

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 :	23-Jan-2020
Peer reviewed :	Yes
On invitation :	Yes
Audience :	International
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
Permalink :	http://hdl.handle.net/10993/41125

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