Co-Skewness Enhanced Momentum
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Coskewness and Reversal of Momentum Returns: The US and International Evidence
Liang Dong; Yiqing Dai; Tariq H. Haque; Hung Wan Kot; Takeshi Yamada
University of Macau
Hunan University of Technology- Hunan University of Technology and Business
- University of Macau - Faculty of Business Administration
University of Adelaide
Research Network (United States)- Financial Research Network (FIRN)
- University of Macau - Department of Finance and Business Economics
- Australian National University
- Australian National University (ANU)
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