TY - JOUR
T1 - Corrigendum
T2 - Stock return asymmetry: Beyond skewness (Journal of Financial and Quantitative Analysis (2020) 55 (357-386) DOI: 10.1017/S0022109019000206)
AU - Jiang, Lei
AU - Wu, Ke
AU - Zhou, Guofu
AU - Zhu, Yifeng
N1 - Publisher Copyright:
© Michael G. Foster School of Business, University of Washington 2018.
PY - 2020/3/1
Y1 - 2020/3/1
N2 - In Appendix B of the article "Stock Return Asymmetry: Beyond Skewness," the definition of R is incorrect. The correct definition is as follows: R: The excess return of stock i in month t+1 is calculated using the difference between the monthly stock return on stock i and the 1-month T-bill rate at time t+1. The authors apologize for this error.
AB - In Appendix B of the article "Stock Return Asymmetry: Beyond Skewness," the definition of R is incorrect. The correct definition is as follows: R: The excess return of stock i in month t+1 is calculated using the difference between the monthly stock return on stock i and the 1-month T-bill rate at time t+1. The authors apologize for this error.
UR - http://www.scopus.com/inward/record.url?scp=85074224486&partnerID=8YFLogxK
U2 - 10.1017/S0022109019000838
DO - 10.1017/S0022109019000838
M3 - Comment/debate
AN - SCOPUS:85074224486
SN - 0022-1090
VL - 55
SP - 707
JO - Journal of Financial and Quantitative Analysis
JF - Journal of Financial and Quantitative Analysis
IS - 2
ER -