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There are 11323 results for: content related to: Conditional Skewness in Asset Pricing Tests

  1. Earnings and Expected Returns

    The Journal of Finance

    Volume 53, Issue 5, October 1998, Pages: 1563–1587, Owen Lamont

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00065

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    Ex Ante Skewness and Expected Stock Returns

    The Journal of Finance

    Volume 68, Issue 1, February 2013, Pages: 85–124, JENNIFER CONRAD, ROBERT F. DITTMAR and ERIC GHYSELS

    Article first published online : 11 JAN 2013, DOI: 10.1111/j.1540-6261.2012.01795.x

  3. Index option pricing: Do investors pay for skewness?

    Journal of Futures Markets

    Volume 11, Issue 1, February 1991, Pages: 1–8, John S. Cotner

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990110102

  4. Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 369–403, Robert F. Dittmar

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00425

  5. Comparing Consumption–Based Asset–Pricing models

    Canadian Journal of Economics/Revue canadienne d'économique

    Volume 35, Issue 3, August 2002, Pages: 586–610, Stephen Gordon and Lucie Samson

    Article first published online : 7 JAN 2003, DOI: 10.1111/1540-5982.00147

  6. On describing multivariate skewed distributions: A directional approach

    Canadian Journal of Statistics

    Volume 34, Issue 3, September 2006, Pages: 411–429, José T. A. S. Ferreira and Mark F. J. Steel

    Article first published online : 17 FEB 2009, DOI: 10.1002/cjs.5550340304

  7. Looking for skewness in financial time series

    The Econometrics Journal

    Volume 12, Issue 2, July 2009, Pages: 310–323, Matteo Grigoletto and Francesco Lisi

    Article first published online : 21 JUL 2009, DOI: 10.1111/j.1368-423X.2009.00281.x

  8. Determining palaeomagnetic poles and anomalous skewness from marine magnetic anomaly skewness data from a single plate

    Geophysical Journal International

    Volume 109, Issue 1, April 1992, Pages: 209–224, Katerina E. Petronotis, Richard G. Gordon and Gary D. Acton

    Article first published online : 2 APR 2007, DOI: 10.1111/j.1365-246X.1992.tb00091.x

  9. The seafloor spreading rate dependence of the anomalous skewness of marine magnetic anomalies

    Geophysical Journal International

    Volume 109, Issue 3, June 1992, Pages: 653–669, W. R. Roest, J. Arkani-Hamed and J. Verhoef

    Article first published online : 2 APR 2007, DOI: 10.1111/j.1365-246X.1992.tb00123.x

  10. Evaluation of the statistical cloud scheme in the ECHAM5 model using satellite data

    Quarterly Journal of the Royal Meteorological Society

    Volume 137, Issue 661, October 2011 Part B, Pages: 2079–2091, T. Weber, J. Quaas and P. Räisänen

    Article first published online : 12 AUG 2011, DOI: 10.1002/qj.887

  11. CHAPTER 8: CRITERIA FOR INTERPRETATION OF THE ECG'S

    Acta Medica Scandinavica

    Volume 130, Issue S209, January/December 1948, Pages: 156–293,

    Article first published online : 24 APR 2009, DOI: 10.1111/j.0954-6820.1948.tb14715.x

  12. SKEWNESS PERSISTENCE IN US COMMON STOCK RETURNS: RESULTS FROM BOOTSTRAPPING TESTS

    Journal of Business Finance & Accounting

    Volume 23, Issue 8, December 1996, Pages: 1183–1195, Richard A. DeFusco, Gordon V. Karels and Krishnamurty Muralidhar

    Article first published online : 7 DEC 2006, DOI: 10.1111/j.1468-5957.1996.tb01164.x

  13. The Relation between Stock Market Movements and NYSE Seat Prices

    The Journal of Finance

    Volume 55, Issue 6, December 2000, Pages: 2817–2840, Donald B. Keim and Ananth Madhavan

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00308

  14. Skewness preference, mean–variance and the demand for put options

    Managerial and Decision Economics

    Volume 20, Issue 6, September 1999, Pages: 327–342, Geoffrey Poitras and John Heaney

    Article first published online : 23 FEB 2000, DOI: 10.1002/(SICI)1099-1468(199909)20:6<327::AID-MDE948>3.0.CO;2-0

  15. Price Convexity and Skewness

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2521–2552, JIANGUO XU

    Article first published online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01283.x

  16. Social Trust: Fairness Matters More Than Homogeneity

    Political Psychology

    Volume 33, Issue 5, October 2012, Pages: 701–721, Jong-sung You

    Article first published online : 18 JUN 2012, DOI: 10.1111/j.1467-9221.2012.00893.x

  17. A 57 Ma Pacific plate palaeomagnetic pole determined from a skewness analysis of crossings of marine magnetic anomaly 25r

    Geophysical Journal International

    Volume 118, Issue 3, September 1994, Pages: 529–554, Katerina E. Petronotis, Richard G. Gordon and Gary D. Acton

    Article first published online : 3 APR 2007, DOI: 10.1111/j.1365-246X.1994.tb03983.x

  18. Skewness of sea level variability of the world's oceans

    Journal of Geophysical Research: Oceans (1978–2012)

    Volume 111, Issue C5, May 2006, Keith R. Thompson and Entcho Demirov

    Article first published online : 5 MAY 2006, DOI: 10.1029/2004JC002839

  19. Estimation in the Pearson type 3 distribution

    Water Resources Research

    Volume 35, Issue 9, September 1999, Pages: 2693–2704, Ioannis A. Koutrouvelis, George C. Canavos

    Article first published online : 9 JUL 2010, DOI: 10.1029/1999WR900174

  20. Three-parameter asset pricing

    Managerial and Decision Economics

    Volume 15, Issue 2, March/April 1994, Pages: 149–158, George P. Diacogiannis

    Article first published online : 10 NOV 2006, DOI: 10.1002/mde.4090150207