Morphology of asset asymmetry
- 31 December 1980
- journal article
- Published by Elsevier in Journal of Business Research
- Vol. 8 (4) , 457-468
- https://doi.org/10.1016/0148-2963(80)90018-1
Abstract
No abstract availableKeywords
This publication has 35 references indexed in Scilit:
- A Note on Skewness and Data ErrorsThe Journal of Finance, 1978
- Skewness and Investors' Decisions: A ReplyJournal of Financial and Quantitative Analysis, 1975
- On the Stability of the Distribution of the Market Component in Stock Price ChangesJournal of Financial and Quantitative Analysis, 1974
- A Comparison of the Stable and Student Distributions as Statistical Models for Stock PricesThe Journal of Business, 1974
- A Reexamination of the Empirical Distribution of Stock Price ChangesJournal of the American Statistical Association, 1973
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- A Utility Function Depending on the First Three Moments: ReplyThe Journal of Finance, 1969
- Risk and the Required Return on EquityThe Journal of Finance, 1967
- The Behavior of Stock-Market PricesThe Journal of Business, 1965
- Mandelbrot and the Stable Paretian HypothesisThe Journal of Business, 1963