Open UTDAcademic Journal Reviews
10.1093/rfs/hhw009
ArticleThe Review of Financial Studies

Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory

Riccardo ColacitoEric GhyselsJinghan MengWasin Siwasarit
2016Volume 29 · Issue 8pp. 2069-2109
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