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Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals
51/51 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 51 checked references that resolve
resolves10.3386/w8880
Credit Frictions and 'Sudden Stops' in Small Open Economies: An Equilibrium Business Cycle Framework for Emerging Markets Crises
resolves10.1257/aer.98.5.2066
Stocks as Lotteries: The Implications of Probability Weighting for Security Prices
resolves10.1093/ww/9780199540884.013.u242763
Scribner, Charles, (26 Jan. 1890–11 Feb. 1952), President: Charles Scribner’s Sons New York, NY, since 1932; Charles Scribner’s Sons, Ltd, London, England; Director, Grosset & Dunlap, Inc., Bantam Books, Inc
resolves10.1093/rfs/hhp003
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns
resolves10.1016/s0304-405x(01)00066-6
Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices
resolves10.1016/j.jdeveco.2005.05.010
What matters for financial development? Capital controls, institutions, and interactions
resolves10.1111/j.1540-6261.1986.tb05038.x
International Arbitrage Pricing Theory: An Empirical Investigation
resolves10.1093/rfs/hhs104
Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach
resolves10.1016/j.jeconom.2014.04.013
Priced risk and asymmetric volatility in the cross section of skewness
resolves10.1016/j.jfineco.2011.02.003
Forecasting stock market returns: The sum of the parts is more than the whole
resolves10.1016/j.jeconom.2005.01.004
Predicting volatility: getting the most out of return data sampled at different frequencies
resolves10.1093/rfs/hhn006
International asset allocation under regime switching, skew, and kurtosis preferences
resolves10.1093/jjfinec/nbr006
On the Importance of Time Variability in Higher Moments for Asset Allocation
resolves10.1093/rof/rfn002
Short-Run Pain, Long-Run Gain: Financial Liberalization and Stock Market Cycles
resolves10.1111/j.1540-6261.1983.tb03830.x
On the Distributional Conditions for a Consumption‐oriented Three Moment CAPM
resolves10.1016/j.jinteco.2005.06.016
Quantitative implications of a debt-deflation theory of Sudden Stops and asset prices
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1098/rsta.1895.0010
X. Contributions to the mathematical theory of evolution.—II. Skew variation in homogeneous material
resolves10.1111/0022-1082.00333
Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income
The 12 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedWhen capital inflows come to a sudden stop: Consequences and policy options
no DOI — not checkedref18
no DOI — not checkedref20
no DOI — not checkedVolatility prediction with MIDAS
no DOI — not checkedref35
no DOI — not checkedThe international pricing of risk: An empirical investigation of the world capital market structure
no DOI — not checkedref59
no DOI — not checkedref60
no DOI — not checkedref61
no DOI — not checkedref62
no DOI — not checkedref63
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