Do Higher Realized Moments Predict Cross-sectional Returns? The Case of France

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Serval ID
serval:BIB_049AEBDFCD4B
Type
Report: a report published by a school or other institution, usually numbered within a series.
Publication sub-type
Working paper: Working papers contain results presented by the author. Working papers aim to stimulate discussions between scientists with interested parties, they can also be the basis to publish articles in specialized journals
Collection
Publications
Institution
UNIL/CHUV
Title
Do Higher Realized Moments Predict Cross-sectional Returns? The Case of France
Author(s)
Jondeau E., Rockinger M.
Institution details
HEC Lausanne
Address
Lausanne, Switzerland
Issued date
2017
Language
english
OAI-PMH
oai:serval.unil.ch:BIB_049AEBDFCD4B
Create date
19/10/2017 10:02
Last modification date
21/08/2019 5:18
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