Liquidity, Skewness and Stock Returns: Evidence from Chinese Stock Market

Langnan Chen, Steven Li () and Jinan Wang

Asia-Pacific Financial Markets, 2011, vol. 18, issue 4, 405-427

Keywords: Liquidity; Three-moment CAPM; Covariance; Co-skewness (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10690-010-9137-x

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