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Publication Type
articles (1)
Author
Han, Yufeng (1)
Mo, Xuan (1)
Su, Zhi (1)
Zhu, Yifeng (1)
Date
Subject
Commodities futures (1)
Probabilities (1)
Department
Department of Finance (1)
Publication Type
articles (1)
Author
Han, Yufeng (1)
Mo, Xuan (1)
Su, Zhi (1)
Zhu, Yifeng (1)
Date
Subject
Commodities futures (1)
Probabilities (1)
Department
Department of Finance (1)
Niner Commons - UNC Charlotte - J. Murrey Atkins Library
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1.
PDF
hanyuf_etal_idias_ir_2023
Is idiosyncratic asymmetry priced in commodity futures?
Han, Yufeng
;
Zhu, Yifeng
;
Su, Zhi
;
Mo, Xuan
In this article, we use a recently introduced asymmetry measure, IE, to measure the idiosyncratic asymmetry of commodity futures returns and find that idiosyncratic asymm[...]
2023
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articles
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