Keywords: Higher moments anomaly
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Journal Articles
Managerial Finance (2021) 47 (12): 1693–1713.
Published: 29 June 2021
... measures. Findings The study presents higher moments anomaly in the Indian equity market. Contrary to what is expected based on a risk-averse rational agent model, a robust positive relationship is observed between the skewness and stock returns. The relationship between the kurtosis and stock returns...

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