Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/9290
Title: Skewness analysis on Japanese stocks, random portfolios, industry portfolios and market indices.
Authors: Ng, Yi Ting.
Ong, Hui Ling.
Tan, Yue Li.
Keywords: DRNTU::Business::Finance::Equity
Issue Date: 2004
Abstract: We study skewness of stocks in Japan with particular emphasis on industry portfolios. Industry portfolios are unique as they are formed from stocks that tend to move in the same fashion and possess similar cyclical tendencies. We find that the formation of industry portfolios helps to ‘preserve’ positive skewness and this skewness persists over time.
URI: http://hdl.handle.net/10356/9290
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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