Journal of Banking & Finance
2026
Realized Semi-coskewnesses and the Cross-section of Expected Stock Returns
Weiyi
Liu1;
Huilin
Zhou1;
Ronghua
Luo2;
Xuan
Liang3
1 Capital University of Economics and Business · 2 Southwestern University of Finance and Economics · 3 Australian National University
- DOI
- 10.1016/j.jbankfin.2026.107848
- Pages
- 107848
- Language
- en
- Sources
-
crossref
openalex
Cite