Skewness Dispersion and Stock Market Returns

By Mykola Babiak, Jozef Baruník, Josef Kurka

Published 2026-04-09

Everscope rating

1301.9

Relevance to quantitative trading

8 / 10

Implementation complexity

4 / 10

Reproducibility

4 / 5

About this paper

Methodology: Predictive Regression with Robust Inference. Problem types: Time Series Forecasting, Regression, Portfolio Optimization, Risk Management.

arXiv:2604.07870 · Paper rankings

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