Idiosyncratic skewness and cross-section of stock returns: Evidence from Taiwan
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DOI: 10.1016/j.irfa.2021.101816
Abstract: Abstract In this study, we examine whether idiosyncratic skewness (IS) affects the returns of the Taiwan stock market. We find that speculative retail investors prefer positive skewness in stocks that leads them to overprice these… read more here.
Keywords: skewness; skewness cross; idiosyncratic skewness; section stock ... See more keywords