Deceived by bang for the buck? Cross-sectional idiosyncratic volatility and idiosyncratic skewness
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School of Business |
Master's thesis
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Authors
Date
2017
Department
Major/Subject
Mcode
Degree programme
Finance
Language
en
Pages
50
Series
Description
Thesis advisor
Jylhä, PetriKeywords
expected returns, idiosyncratic skewness, idiosyncratic volatility, cross-section