On the robustness of higher-moment factors in explaining average expected returns: evidence from Australia
| Data(s) |
01/01/2012
|
|---|---|
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
J A I Press Inc. |
| Relação |
http://dro.deakin.edu.au/eserv/DU:30046089/doan-onthe-2012.pdf http://dro.deakin.edu.au/eserv/DU:30046089/doan-onthe-evidence-2012.pdf http://dx.doi.org/10.1016/j.ribaf.2011.06.001 |
| Direitos |
2011, Elsevier B.V. All rights reserved. |
| Palavras-Chave | #systematic skewness #higher moment estimators #errors-in-variables #systematic kurtosis |
| Tipo |
Journal Article |
