Skewness and portfolio selection evidence from Singapore
Preliminary investigation and normality tests had revealed the prevalence of nonnormality and evidenced the existence of positive skewness in common stock returns. Next, skewness persistence tests were carried out using the bootstrap method. The results showed that skewness in individual stock ret...
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| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
2011
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| Online Access: | http://hdl.handle.net/10356/42646 |
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| Institution: | Nanyang Technological University |
| Language: | English |
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