Cite
HARVARD Citation
Bo, X. et al. (2021). Do outliers matter? The predictive ability of average skewness on market returns using robust skewness measures. Accounting and finance. pp. 3977-4006. [Online].
This is an interim version of our Electronic Legal Deposit Catalogue-eJournals and eBooks while we continue to recover from a cyber-attack.
Bo, X. et al. (2021). Do outliers matter? The predictive ability of average skewness on market returns using robust skewness measures. Accounting and finance. pp. 3977-4006. [Online].