FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2781209983> ?p ?o ?g. }

• W2781209983 abstract "This paper examines the role of higher co-moments of the shape of return distribution in capturing secondary data for 274 non-financial firms listed in the Vietnam Index, considered as one of the emerging stock markets, during the period from July 2006 to June 2016. We employ Fama-French model combined with higher co-moments, particularly co-skewness and co-kurtosis, and value-at-risk (VaR) to explain the return-generating process. Quantile regression is also used in descending order with the two methods of equally weighted and value-weighted portfolios. The findings show that investors could maximize their portfolio return by holding more stocks with the positive co-skewness and restricting the large co-kurtosis ones. It implies that in addition to co-momentum effects other determinants such as size, value and maximal value of losses also have a strong influence on stock return." @default.
• W2781209983 created "2018-01-05" @default.
• W2781209983 creator A5009890549 @default.
• W2781209983 creator A5060833387 @default.
• W2781209983 creator A5065601738 @default.
• W2781209983 date "2017-12-20" @default.
• W2781209983 modified "2023-09-27" @default.
• W2781209983 title "Pricing Assets with Higher Co-moments and Value-at-Risk by Quantile Regression Approach: Evidence from Vietnam Stock Market" @default.
• W2781209983 cites W1487761148 @default.
• W2781209983 cites W1972874959 @default.
• W2781209983 cites W1976065046 @default.
• W2781209983 cites W1981812123 @default.
• W2781209983 cites W1995834279 @default.
• W2781209983 cites W2006636232 @default.
• W2781209983 cites W2008219015 @default.
• W2781209983 cites W2019713892 @default.
• W2781209983 cites W2051580823 @default.
• W2781209983 cites W2056271999 @default.
• W2781209983 cites W2082388610 @default.
• W2781209983 cites W2093911339 @default.
• W2781209983 cites W2096226179 @default.
• W2781209983 cites W2110521063 @default.
• W2781209983 cites W2124601071 @default.
• W2781209983 cites W2131055507 @default.
• W2781209983 cites W2138070572 @default.
• W2781209983 cites W2485167045 @default.
• W2781209983 cites W2728863691 @default.
• W2781209983 cites W3021674517 @default.
• W2781209983 cites W3121128063 @default.
• W2781209983 cites W3122618988 @default.
• W2781209983 cites W3123640793 @default.
• W2781209983 cites W3124076339 @default.
• W2781209983 cites W3124570132 @default.
• W2781209983 cites W3125050567 @default.
• W2781209983 cites W3125376494 @default.
• W2781209983 cites W3126009762 @default.
• W2781209983 cites W4242820616 @default.
• W2781209983 cites W4239488419 @default.
• W2781209983 doi "https://doi.org/10.1007/978-3-319-73150-6_70" @default.
• W2781209983 hasPublicationYear "2017" @default.
• W2781209983 type Work @default.
• W2781209983 sameAs 2781209983 @default.
• W2781209983 citedByCount "0" @default.
• W2781209983 crossrefType "book-chapter" @default.
• W2781209983 hasAuthorship W2781209983A5009890549 @default.
• W2781209983 hasAuthorship W2781209983A5060833387 @default.
• W2781209983 hasAuthorship W2781209983A5065601738 @default.
• W2781209983 hasConcept C10138342 @default.
• W2781209983 hasConcept C105795698 @default.
• W2781209983 hasConcept C106159729 @default.
• W2781209983 hasConcept C118671147 @default.
• W2781209983 hasConcept C122342681 @default.
• W2781209983 hasConcept C149782125 @default.
• W2781209983 hasConcept C162324750 @default.
• W2781209983 hasConcept C166957645 @default.
• W2781209983 hasConcept C166963901 @default.
• W2781209983 hasConcept C204036174 @default.
• W2781209983 hasConcept C205649164 @default.
• W2781209983 hasConcept C2779343474 @default.
• W2781209983 hasConcept C2780299701 @default.
• W2781209983 hasConcept C2780821815 @default.
• W2781209983 hasConcept C32896092 @default.
• W2781209983 hasConcept C33923547 @default.
• W2781209983 hasConcept C63817138 @default.
• W2781209983 hasConcept C88389905 @default.
• W2781209983 hasConcept C94128290 @default.
• W2781209983 hasConceptScore W2781209983C10138342 @default.
• W2781209983 hasConceptScore W2781209983C105795698 @default.
• W2781209983 hasConceptScore W2781209983C106159729 @default.
• W2781209983 hasConceptScore W2781209983C118671147 @default.
• W2781209983 hasConceptScore W2781209983C122342681 @default.
• W2781209983 hasConceptScore W2781209983C149782125 @default.
• W2781209983 hasConceptScore W2781209983C162324750 @default.
• W2781209983 hasConceptScore W2781209983C166957645 @default.
• W2781209983 hasConceptScore W2781209983C166963901 @default.
• W2781209983 hasConceptScore W2781209983C204036174 @default.
• W2781209983 hasConceptScore W2781209983C205649164 @default.
• W2781209983 hasConceptScore W2781209983C2779343474 @default.
• W2781209983 hasConceptScore W2781209983C2780299701 @default.
• W2781209983 hasConceptScore W2781209983C2780821815 @default.
• W2781209983 hasConceptScore W2781209983C32896092 @default.
• W2781209983 hasConceptScore W2781209983C33923547 @default.
• W2781209983 hasConceptScore W2781209983C63817138 @default.
• W2781209983 hasConceptScore W2781209983C88389905 @default.
• W2781209983 hasConceptScore W2781209983C94128290 @default.
• W2781209983 hasLocation W27812099831 @default.
• W2781209983 hasOpenAccess W2781209983 @default.
• W2781209983 hasPrimaryLocation W27812099831 @default.
• W2781209983 hasRelatedWork W1520279866 @default.
• W2781209983 hasRelatedWork W1529626699 @default.
• W2781209983 hasRelatedWork W1550962900 @default.
• W2781209983 hasRelatedWork W1551413498 @default.
• W2781209983 hasRelatedWork W1819985385 @default.
• W2781209983 hasRelatedWork W1868683370 @default.
• W2781209983 hasRelatedWork W1985461783 @default.
• W2781209983 hasRelatedWork W2087840868 @default.
• W2781209983 hasRelatedWork W2112551566 @default.
• W2781209983 hasRelatedWork W2147408717 @default.
• W2781209983 hasRelatedWork W2150594294 @default.
• W2781209983 hasRelatedWork W2211275840 @default.

• next