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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  
China vs. U.S.: Is co-skewness risk priced differently? Journal article
Liang Dong, Hung Wan Kot, Keith S.K. Lam, Bo Yu. China vs. U.S.: Is co-skewness risk priced differently?[J]. Asia Pacific Journal of Accounting and Economics, 2020, 29(5), 1333-1353.
Authors:  Liang Dong;  Hung Wan Kot;  Keith S.K. Lam;  Bo Yu
Favorite | TC[WOS]:2 TC[Scopus]:1  IF:1.4/1.5 | Submit date：2022/07/27
Co-skewness  China  U.s  Information Environment  
Asymptotic properties of the realized skewness and related statistics Journal article
Yuta Koike, Zhi Liu. Asymptotic properties of the realized skewness and related statistics[J]. Annals of the Institute of Statistical Mathematics, 2019.
Authors:  Yuta Koike;  Zhi Liu
Favorite | TC[WOS]:0 TC[Scopus]:1  IF:0.8/1.0 | Submit date：2019/06/10
High-frequency Data  Realized Skewness  Stochastic Sampling  Itô Semimartingale  Jumps  Microstructure Noise  
China vs. U.S.: Are higher co-moment risks priced differently? Conference paper
Lam, S. K., Dong, L., Kot, H. W.. China vs. U.S.: Are higher co-moment risks priced differently?[C], 2018.
Authors:  Lam, S. K.;  Dong, L.;  Kot, H. W.
Favorite |  | Submit date：2022/07/27
Co-skewness  Co-kurtosis  China  U.S.  information environment  
Importance of Skewness in Investor Utility: Evidence from the Chinese Stock Markets Journal article
Chu, K. K.. Importance of Skewness in Investor Utility: Evidence from the Chinese Stock Markets[J]. Journal of Mathematical Finance, 2017, 881-895.
Authors:  Chu, K. K.
Favorite |  | Submit date：2022/06/14
Skewness  Predictive Regression  Investor Utility  Market Returns  
Importance of Skewness in Investor Utility: Evidence from the Chinese Stock Markets Journal article
Chu, Patrick Kuok Kun. Importance of Skewness in Investor Utility: Evidence from the Chinese Stock Markets[J]. Journal of Mathematical Finance, 2017, 7, 881-895.
Authors:  Chu, Patrick Kuok Kun
Adobe PDF | Favorite | TC[Scopus]:0 | Submit date：2019/11/11
Skewness  Market Returns  Investor Utility  Predictive Regression  
A novel item anomaly detection approach against shilling attacks in collaborative recommendation systems using the dynamic time interval segmentation technique Journal article
Xia H., Fang B., Gao M., Ma H., Tang Y., Wen J.. A novel item anomaly detection approach against shilling attacks in collaborative recommendation systems using the dynamic time interval segmentation technique[J]. Information Sciences, 2015, 306, 150-165.
Authors:  Xia H.;  Fang B.;  Gao M.;  Ma H.;  Tang Y.; et al.
Favorite | TC[WOS]:47 TC[Scopus]:60 | Submit date：2019/02/11
Anomaly Detection  Personalized Recommendation  Skewness  Stability  Time Interval  
Realized skewness at high frequency and link to conditional market premium Conference paper
Zhi Liu, Kent Wang, Junwei Liu. Realized skewness at high frequency and link to conditional market premium[C], 2014.
Authors:  Zhi Liu;  Kent Wang;  Junwei Liu
Favorite |  | Submit date：2019/06/10
High-frequency  Jump  Microstructure Noise  Realized Skewness  Stock Return Prediction  
Analysis of wet acid deposition in Macau Journal article
K.I. HOI, K.M. MOK, K.V. YUEN. Analysis of wet acid deposition in Macau[J]. Global NEST Journal, 2006, 8(3), 224 - 233.
Authors:  K.I. HOI;  K.M. MOK;  K.V. YUEN
Favorite | TC[Scopus]:0  IF:1.0/1.1 | Submit date：2019/05/30
Wet Acid Deposition  Skewness  Kurtosis  Cumulative Distribution Function  Correlation  Macau  Rainfall  Ph  Ionic Species  Spatial Variability