A Quantile Regression Analysis of the Cross Section of Stock Market Returns

By M. Barnes, Anthony W. Hughes. 2002

159 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/e0c9c4b3594dfc9b083c2a9c256be41c4bc661c4

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In Finance

1. Tsung-Han Kuan
2. Chu‐Shiu Li

Citations in the corpus

• Corporate governance and cash holdings: A quantile regression approach (2012, background): “An additional advantage of using quantile regression is that it can mitigate some statistical problems, such as sensitivity to outliers and nonGaussian error distribution (Barnes & Hughes, 2002).”