English | 繁體

Search in the results

UM

Browse/Search Results:  1-3 of 3 Help

Selected(0)Clear Items/Page:    Sort:
Co-skewness and expected return: Evidence from international stock markets Journal article
Dong, Liang, Kot, Hung Wan, Lam, Keith S.K., Liu, Ming. Co-skewness and expected return: Evidence from international stock markets[J]. Journal of International Financial Markets, Institutions and Money, 2022, 76, 101479.
Authors:  Dong, Liang;  Kot, Hung Wan;  Lam, Keith S.K.;  Liu, Ming
Favorite | TC[WOS]:6 TC[Scopus]:5  IF:5.4/5.3 | Submit date：2022/02/21
Co-skewness  International Stock Market  Market Integration  Perceived Uncertainty  Stock Return  
Co-skewness and expected return: Evidence from international stock markets Journal article
Dong, L., Kot, H. W., Lam, S. K., Liu, M.. Co-skewness and expected return: Evidence from international stock markets[J]. Journal of International Financial Markets, Institutions & Money, 2021.
Authors:  Dong, L.;  Kot, H. W.;  Lam, S. K.;  Liu, M.
Favorite |  | Submit date：2022/01/26
Co-skewness  Stock Return  International Stock Markets  Market Integration  Perceived Uncertainty  
Analysis and forecast of tracking performance of Hong Kong exchange-traded funds: Evidence from tracker fund and X iShares A50 Journal article
Chu, Patrick Kuok Kun. Analysis and forecast of tracking performance of Hong Kong exchange-traded funds: Evidence from tracker fund and X iShares A50[J]. Review of Pacific Basin Financial Markets and Policies, 2016, 19(4).
Authors:  Chu, Patrick Kuok Kun
Adobe PDF | Favorite | TC[WOS]:2 TC[Scopus]:3 | Submit date：2019/08/02
Co-integration  Economic Correction Model  Exchange-traded Funds  Pricing Deviation  Tracking Ability