Mean Reversion of Skewness: International Evidence

Eric Lai, Robert Darren Brooks, Robert William Faff

    Research output: Contribution to journalArticleResearchpeer-review

    Original languageEnglish
    Pages (from-to)2619 - 2627
    Number of pages9
    JournalInternational Journal of Finance
    Volume15
    Issue number2
    Publication statusPublished - 2003

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