Higher moments and beta asymmetry : evidence from Australia
| Data(s) |
01/09/2014
|
|---|---|
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
Wiley-Blackwell Publishing Asia |
| Relação |
http://dro.deakin.edu.au/eserv/DU:30063982/doan-highermoments-earlyvw-2013.pdf http://dro.deakin.edu.au/eserv/DU:30063982/lin-highermoments-2014.pdf http://doi.org/10.1111/acfi.12022 |
| Direitos |
2013, Wiley-Blackwell Publishing Asia |
| Palavras-Chave | #asset pricing #Australian stock returns #beta risk #kurtosis #skewness |
| Tipo |
Journal Article |
