Stock Return Asymmetry: Beyond Skewness — CORRIGENDUM

Lei Jiang; Ke Wu; Guofu Zhou; Yifeng Zhu

doi:10.1017/S0022109019000838

Stock Return Asymmetry: Beyond Skewness — CORRIGENDUM

Published online by Cambridge University Press: 21 October 2019

Lei Jiang ,

Ke Wu ,

Guofu Zhou and

Yifeng Zhu

Article contents

Abstract
References

Get access

Rights & Permissions

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.

Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'

Type: Correction
Information: Journal of Financial and Quantitative Analysis , Volume 55 , Issue 2 , March 2020 , pp. 707

DOI: https://doi.org/10.1017/S0022109019000838 [Opens in a new window]
Copyright: Copyright © Michael G. Foster School of Business, University of Washington 2019

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Jiang, L.; Wu, K.; Zhou, G.; and Zhu, Y.. “Stock Return Asymmetry: Beyond Skewness.” Journal of Financial and Quantitative Analysis, 55 (2020), 357–386. DOI: 10.1017/S0022109019000206.Google Scholar