Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors

Ramzi Benkraiem, Stéphane Goutte, Samir Saadi, Hui Zhu, Steven Zhu

Open source

DOI: 10.1016/j.intfin.2022.101690
Published: 2022-11
Container: Journal of International Financial Markets, Institutions and Money
Publisher: Elsevier BV
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1016/j.intfin.2022.101690,
  title = {Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors},
  author = {Ramzi Benkraiem and Stéphane Goutte and Samir Saadi and Hui Zhu and Steven Zhu},
  year = {2022},
  journal = {Journal of International Financial Markets, Institutions and Money},
  doi = {10.1016/j.intfin.2022.101690},
  url = {https://doi.org/10.1016/j.intfin.2022.101690}
}

RIS

TY  - JOUR
TI  - Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors
AU  - Ramzi Benkraiem
AU  - Stéphane Goutte
AU  - Samir Saadi
AU  - Hui Zhu
AU  - Steven Zhu
PY  - 2022
JO  - Journal of International Financial Markets, Institutions and Money
DO  - 10.1016/j.intfin.2022.101690
UR  - https://doi.org/10.1016/j.intfin.2022.101690
ER  -

APA

Benkraiem, R., Goutte, S., Saadi, S., Zhu, H., & Zhu, S. (2022). Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors. Journal of International Financial Markets, Institutions and Money. https://doi.org/10.1016/j.intfin.2022.101690

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crossref · retrieved 2026-11-06T02:44:22.567Z