Does average skewness matter in Singapore?

• المؤلفون الرئيسيون: See, Gideon Jun Hao, Tan, Gao Jie, Tan, Guang Feng
• مؤلفون آخرون: Tang Yang
• التنسيق: Final Year Project
• اللغة: English
• منشور في: Nanyang Technological University 2025
• الموضوعات: Social Sciences; Skewness
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/184428
• المؤسسة: Nanyang Technological University

This paper investigates whether average skewness can predict future market excess returns in the Singapore stock market. Motivated by Jondeau et al. (2019), who initially established such a relationship in the U.S. market, and subsequent replications by Li et al. (2020) for Taiwan and Annaert et al....