Higher Moments Matter! Cross-Sectional (higher) Moments and the Predictability of Stock Returns2017-03-31 · 0 min readLast updated on 2025-01-14 AuthorsSebastian StöcklAssociate Professor in Financial Economics ← Financial Turbulence, Parameter Uncertainty and Aggregate Stock Returns 2017-06-22Financial Turbulence and Aggregate Stock Returns 2016-12-14 →