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- W4229017515 abstract "We document new findings on pricing of expected idiosyncratic skewness (EIS) in U.S. market: only stocks with large EIS have significantly negative future return; probability weighting of the market plays a role; EIS of stocks has a common factor." @default.
- W4229017515 created "2022-05-08" @default.
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- W4229017515 date "2022-07-01" @default.
- W4229017515 modified "2023-10-18" @default.
- W4229017515 title "On the pricing of expected idiosyncratic skewness" @default.
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- W4229017515 doi "https://doi.org/10.1016/j.econlet.2022.110578" @default.
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