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Charoenrook, Anchada's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,625 |
Total
Citations
48 |
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1.
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Daouk, Hazem
Cornell University - School of Applied Economics and Management Charoenrook, Anchada
Vanderbilt University - Owen Graduate School of Management
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1,698
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40
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Short-sale constraints, Stock returns, Cost of capital, International finance
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2.
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Charoenrook, Anchada
Vanderbilt University - Owen Graduate School of Management Conrad, Jennifer S.
University of North Carolina Kenan-Flagler Business School
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492
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5
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Asset pricing, multi-factor models, size, book-to-market, momentum, liquidity factor
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3.
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Conditional Skewness of Aggregate Market Returns
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Charoenrook, Anchada
Vanderbilt University - Owen Graduate School of Management Daouk, Hazem
Cornell University - School of Applied Economics and Management
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Posted:
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07 Jul 04
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Last Revised:
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15 Oct 08
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435
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Charoenrook, Anchada
Vanderbilt University - Owen Graduate School of Management Daouk, Hazem
Cornell University - School of Applied Economics and Management
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89
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3
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Conditional skewness, Conditional Volatility, Predicting Skewness, Aggregate market returns, International finance
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Charoenrook, Anchada
Vanderbilt University - Owen Graduate School of Management Daouk, Hazem
Cornell University - School of Applied Economics and Management
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346
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3
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Conditional skewness, conditional volatility, predicting skewness and volatility, aggregate market returns, international finance
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