Expected Skewness and Momentum in Stocks
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Expected Skewness and Momentum
Heiko Jacobs; Tobias Regele; Martin Weber
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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