PREDICTIVE POWER OF SKEWNESS: EVIDENCE FROM NASDAQ HELSINKI (1993-2019)

No Thumbnail Available
Journal Title
Journal ISSN
Volume Title
School of Business | Bachelor's thesis
Electronic archive copy is available locally at the Harald Herlin Learning Centre. The staff of Aalto University has access to the electronic bachelor's theses by logging into Aaltodoc with their personal Aalto user ID. Read more about the availability of the bachelor's theses.
Date
2019
Department
Rahoituksen laitos
Major/Subject
Mcode
Degree programme
Rahoitus
Language
en
Pages
29
Series
Description
Thesis advisor
Shin, Sean
Keywords
Return predictability, Average skewness, Market skewness, Idiosyncratic skewness
Other note
Citation