SKEWNESS AND KURTOSIS IN JAPANESE EQUITY RETURNS: EMPIRICAL EVIDENCE
- 1 September 1989
- journal article
- Published by Wiley in Journal of Financial Research
- Vol. 12 (3) , 253-260
- https://doi.org/10.1111/j.1475-6803.1989.tb00518.x
Abstract
No abstract availableKeywords
This publication has 12 references indexed in Scilit:
- The nature and efficiency of the gold marketThe Journal of Portfolio Management, 1988
- THE IMPACTS OF KURTOSIS ON RISK STATIONARITY: SOME EMPIRICAL EVIDENCEThe Financial Review, 1985
- Asset Pricing, Higher Moments, and the Market Risk Premium: A NoteThe Journal of Finance, 1985
- Patterns in Japanese Common Stock Returns: Day of the Week and Turn of the Year EffectsJournal of Financial and Quantitative Analysis, 1985
- Seasonal and Size Anomalies in the Japanese Stock MarketJournal of Financial and Quantitative Analysis, 1985
- THE ANOMALOUS AND ASYMMETRIC NATURE OF EQUITY RETURNS: AN EMPIRICAL SYNTHESISJournal of Financial Research, 1984
- Skewness Preference and Portfolio ChoiceJournal of Financial and Quantitative Analysis, 1982
- Morphology of asset asymmetryJournal of Business Research, 1980
- On The Direction of Preference for Moments of Higher Order Than The VarianceThe Journal of Finance, 1980
- The Fundamental Theorem of Parameter-Preference Security ValuationJournal of Financial and Quantitative Analysis, 1973