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	Sign realized jump risk and the cross-section of stock returns: Evidence from China's stock market
	Chao, Youcong; Liu, Xiaoqun*; Guo, Shijun
刊名	PLOS ONE
	2017
卷号	12期号:8页码:e0181990
关键词	Financial markets,Skewness,Finance,Stock markets,Test statistics,Normal distribution,Fats,Statistical data
ISSN号	1932-6203
DOI	10.1371/journal.pone.0181990
URL标识	查看原文
WOS记录号	WOS:000406853600053
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/3324126
专题	中南大学
作者单位	[Chao, Youcong] Cent S Univ, Business Sch, Changsha, Hunan, Peoples R China.
推荐引用方式 GB/T 7714	Chao, Youcong,Liu, Xiaoqun*,Guo, Shijun. Sign realized jump risk and the cross-section of stock returns: Evidence from China's stock market[J]. PLOS ONE,2017,12(8):e0181990.
APA	Chao, Youcong,Liu, Xiaoqun*,&Guo, Shijun.(2017).Sign realized jump risk and the cross-section of stock returns: Evidence from China's stock market.PLOS ONE,12(8),e0181990.
MLA	Chao, Youcong,et al."Sign realized jump risk and the cross-section of stock returns: Evidence from China's stock market".PLOS ONE 12.8(2017):e0181990.

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