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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Date
2017
Major/Subject
Mcode
Degree programme
Finance
Language
en
Pages
50
Series
Description
Thesis advisor
Jylhä, Petri
Keywords
expected returns, idiosyncratic skewness, idiosyncratic volatility, cross-section
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