The Risk of Skewness and Kurtosis in Oil Market and the Cross-Section of Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3168191 ◽

2018 ◽

Author(s):

Nima Ebrahimi ◽

Craig Pirrong

Keyword(s):

Stock Returns ◽

Cross Section ◽

Oil Market ◽

The Cross ◽

Skewness And Kurtosis

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Market Volatility, Skewness, and Kurtosis Risks and the Cross-Section of Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1363759 ◽

2009 ◽

Cited By ~ 2

Author(s):

Bo Young Chang ◽

Peter Christoffersen ◽

Kris Jacobs

Keyword(s):

Stock Returns ◽

Cross Section ◽

Market Volatility ◽

The Cross ◽

Skewness And Kurtosis

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Option Implied Volatility, Skewness, and Kurtosis and the Cross-Section of Expected Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2322945 ◽

2013 ◽

Cited By ~ 29

Author(s):

Turan G. Bali ◽

Jianfeng Hu ◽

Scott Murray

Keyword(s):

Stock Returns ◽

Cross Section ◽

Implied Volatility ◽

Expected Stock Returns ◽

The Cross ◽

Skewness And Kurtosis

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Seasonality in the Cross-Section of Stock Returns

CFA Digest ◽

10.2469/dig.v38.n3.24 ◽

2008 ◽

Vol 38 (3) ◽

pp. 55-56

Author(s):

Kathryn Dixon Jost

Keyword(s):

Stock Returns ◽

Cross Section ◽

The Cross

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As Told by the Supplier: Trade Credit and the Cross Section of Stock Returns

CFA Digest ◽

10.2469/dig.v46.n3.12 ◽

2016 ◽

Vol 46 (3) ◽

Author(s):

Imrith Ramtohul

Keyword(s):

Stock Returns ◽

Cross Section ◽

Trade Credit ◽

The Cross

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Dispersion in Beliefs among Active Mutual Funds and the Cross-Section of Stock Returns

CFA Digest ◽

10.2469/dig.v45.n3.14 ◽

2015 ◽

Vol 45 (3) ◽

Author(s):

Claire Emory

Keyword(s):

Stock Returns ◽

Mutual Funds ◽

Cross Section ◽

The Cross

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Seasonality in the Cross Section of Stock Returns: The International Evidence

CFA Digest ◽

10.2469/dig.v41.n2.9 ◽

2011 ◽

Vol 41 (2) ◽

pp. 46-48

Author(s):

Vipul K. Bansal

Keyword(s):

Stock Returns ◽

Cross Section ◽

International Evidence ◽

The Cross

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Idiosyncratic Risk and the Cross-Section of Expected Stock Returns

CFA Digest ◽

10.2469/dig.v39.n3.42 ◽

2009 ◽

Vol 39 (3) ◽

pp. 75-77

Author(s):

Chirag B. Patel

Keyword(s):

Stock Returns ◽

Cross Section ◽

Idiosyncratic Risk ◽

Expected Stock Returns ◽

The Cross

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Is Economic Uncertainty Priced in the Cross-Section of Stock Returns?

CFA Digest ◽

10.2469/dig.v48.n4.6 ◽

2018 ◽

Vol 48 (4) ◽

Author(s):

Clifford S. Ang

Keyword(s):

Stock Returns ◽

Cross Section ◽

Economic Uncertainty ◽

The Cross

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Accruals, Cash Flows, and Operating Profitability in the Cross Section of Stock Returns

CFA Digest ◽

10.2469/dig.v47.n2.7 ◽

2017 ◽

Vol 47 (2) ◽

Author(s):

Clifford S. Ang

Keyword(s):

Stock Returns ◽

Cross Section ◽

Cash Flows ◽

The Cross

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Volatility Risk Premium, Risk Aversion and the Cross-Section of Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1102279 ◽

2008 ◽

Cited By ~ 2

Author(s):

Peter M. Nyberg ◽

Anders Wilhelmsson

Keyword(s):

Risk Aversion ◽

Stock Returns ◽

Cross Section ◽

Risk Premium ◽

Volatility Risk ◽

Volatility Risk Premium ◽

The Cross ◽

Premium Risk

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