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Higher Moments Matter! Cross-Sectional (Higher) Moments and the Predictability of Stock Returns

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Reference

Stöckl, S., & Kaiser, L. (2017). Higher Moments Matter! Cross-Sectional (Higher) Moments and the Predictability of Stock Returns. Paper presented at the SGF Conference 2017, Zurich (Switzerland).

Publication type

Refereed Conference Paper

Persons

Organizational Units

  • Institute for Financial Services
  • Chair in Business Administration, Banking and Financial Management
  • Chair in Finance