Browsing Trinity Business School by Author "Poti, Valerio"
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Equity pricing, volatility and skewness : the dynamic behaviour and interactions of first and second moments in the Euro area and United States stock markets
Poti, Valerio (Trinity College (Dublin, Ireland). Trinity Business School, 2006)This thesis contributes to the empirical asset pricing literature on both the cross- section and time series of stock returns. It also contributes to the recent but rapidly growing literature on total and idiosyncratic ...