Skewness preference and the measurement of abnormal returns

Author: Mishra Suchismita   Prakash Arun J.   Karels Gordon V.   Pactwa Therese E.  

Publisher: Routledge Ltd

ISSN: 1466-4283

Source: Applied Economics, Vol.39, Iss.6, 2007-04, pp. : 739-757

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Abstract