Idiosyncratic Asymmetry in US Stocks
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Stock Return Asymmetry: Beyond Skewness
Lei Jiang; Ke Wu; Guofu Zhou; Yifeng Zhu
Tsinghua University- Renmin University of China
Washington University in St. Louis- Washington University in St. Louis - John M. Olin Business School
- Central University of Finance and Economics
- School of Finance, Central University of Finance and Economics
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