Conditional coskewness and asset pricing

By Daniel R. Smith. 2007

135 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/0ef5e509c60b5f9f116e22a556b0227ca9a0f4d1

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Robert F. Whitelaw
2. Nusret Cakici
3. Turan G. Bali

In Economics and Econometrics

1. Turan G. Bali
2. Nusret Cakici
3. Robert F. Whitelaw
4. Marco Rocco
5. Yi Tang
6. Scott Murray
7. Linda Allen
8. Bing Han

In Finance

1. Turan G. Bali
2. Nusret Cakici
3. Robert F. Whitelaw
4. Yi Tang
5. Marco Rocco
6. Bing Han
7. Nicolas P. B. Bollen
8. Fangjian Fu

Citations in the corpus

• Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns (2011, background): “…like to thank Yakov Amihud, Xavier Gabaix, Evgeny Landres, Orly Sade, Jacob Sagi, Daniel Smith, Jeff Wurgler, and seminar participants at the Cesaerea 6th Annual Conference, Arison School of Business, IDC; HEC, Paris; INSEAD; New York University; and Simon Fraser University for helpful comments.”