2000
Conditional Skewness in Asset Pricing Tests
Campbell R. Harvey, Akhtar R. Siddique
The Journal of FinanceTop-listed
3k
cites
Researcher
Akhtar R. Siddique is a Finance scholar at Office of the Comptroller of the Currency. Research spans Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling. 51 works, 5.8k citations (h-index 14).
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Affiliation on publications · Office of the Comptroller of the Currency
Campbell R. Harvey, Akhtar R. Siddique
The Journal of FinanceTop-listed
Allan C. Eberhart, William F. Maxwell, Akhtar R. Siddique
The Journal of Finance OATop-listed
Campbell R. Harvey, Akhtar R. Siddique
Journal of Financial and Quantitative AnalysisTop-listed