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January 27, 2004Applied Financial Economics

Skewness in the conditional distribution of daily equity returns

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Authors

RHRichard HarrisUniversity of BristolCKC. Coşkun KüçüközmenFYFatih Yılmaz

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Harris et al. (2004) studied this question.

synapsesocial.com/papers/6a7ef0b405d83fd78f0fb905https://doi.org/10.1080/0960310042000187379
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