Pricing assets with higher moments : evidence from the Australian and us stock markets
| Data(s) |
01/01/2010
|
|---|---|
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
Elsevier |
| Relação |
http://dro.deakin.edu.au/eserv/DU:30051954/lin-pricingassets-2010.pdf http://dx.doi.org/10.1016/j.intfin.2009.10.002 |
| Palavras-Chave | #asset pricing #co-skewness #co-kurtosis #Fama and French 3 factorsa Australian stock market |
| Tipo |
Journal Article |
