Expected Skewness and Momentum in Stocks

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Academic paper

Expected Skewness and Momentum

AuthorsHeiko Jacobs; Tobias Regele; Martin Weber

Institute
  • University of Duisburg-Essen
  • University of Duisburg-Essen, Campus Essen
  • Allianz SE - Allianz Global Investors Europe
  • University of Mannheim
  • University of Mannheim - Department of Banking and Finance

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