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Can average skewness really predict financial returns? The euro area case

Jan Annaert, Marc De Ceuster, Jef Van Cappellen

Finance Research Letters, 2023. DOI 10.1016/j.frl.2022.103375

Has this study been replicated?

This paper is itself a replication attempt. The study it set out to replicate is listed below.

Study replicated

• Skewness and index futures return, Jondeau et al. (2020). Journal of Futures Markets. View paper

Cite this record

Annaert, J., De Ceuster, M., & Van Cappellen, J. (2023). Can average skewness really predict financial returns? The euro area case. Finance Research Letters, 52, 103375. https://doi.org/10.1016/j.frl.2022.103375

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