Zhongxiang Xu

University of Nottingham, University of Nottingham, Students

Nottingham

United Kingdom

Nottingham University Business School

Jubilee Campus

Wollaton Road

Nottingham, NG8 1BB

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

413

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Return Asymmetry and the Cross Section of Stock Returns

Number of pages: 41 Posted: 11 Oct 2016 Last Revised: 03 Jul 2019
University of Nottingham, University of Nottingham, Students, Nottingham University Business Schoolaffiliation not provided to SSRN and Nottingham University Business School
Downloads 220 (189,076)
Citation 2

Abstract:

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Empirical asset pricing; return asymmetry; skewness

2.

Default Risk and the Market Skewness Risk Effect

Number of pages: 46 Posted: 30 Oct 2016
University of Nottingham, University of Nottingham, Students, Nottingham University Business Schoolaffiliation not provided to SSRN, Nottingham University Business School and Manchester Accounting and Finance Group, Alliance Manchester Business School, University of Manchester
Downloads 193 (213,439)

Abstract:

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Asset pricing, market skewness risk, default risk