Commodities and Stock Investment
This study is a multivariate analysis of commodities and stock investment in a newly established market scenario. Return distribution asymmetry is examined with higher order movements. Skewness in commodity future’s return is largely insignificant, whereas kurtosis is highly significant for both sto...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SAGE Publishing
2014-09-01
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| Series: | SAGE Open |
| Online Access: | https://doi.org/10.1177/2158244014548846 |