THE RELATIONSHIP BETWEEN STOCK RETURN SKEWNESS AND BANK FEATURES
This paper studies to what extent bank-specific characteristics relate to stock return skewness. The main finding is that stock return skewness decreases significantly in bank size, measured in terms of total assets, i.e stocks of large banks are less skewed than those of small banks. This result ho...
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| Autori principali: | , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
World Scientific Publishing
2018-12-01
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| Serie: | Journal of Financial Management, Markets and Institutions |
| Soggetti: | |
| Accesso online: | http://www.worldscientific.com/doi/epdf/10.1142/S2282717X1850010X |
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