Coskewness and reversal of momentum returns: The US and international evidence

C-Tier
Journal: Journal of Empirical Finance
Year: 2022
Volume: 69
Issue: C
Pages: 241-264

Authors (5)

Dong, Liang (not in RePEc) Dai, Yiqing (not in RePEc) Haque, Tariq (not in RePEc) Kot, Hung Wan (not in RePEc) Yamada, Takeshi (Australian National University)

Score contribution per author:

0.202 = (α=2.02 / 5 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:empfin:v:69:y:2022:i:c:p:241-264
Journal Field
Finance
Author Count
5
Added to Database
2026-02-17