On the robustness of higher-moment factors in explaining average expected returns: evidence from Australia

On the robustness of higher-moment factors in explaining average expected returns: evidence from Australia

Doan, Minh Phuong and Lin, Chien-Ting 2012, On the robustness of higher-moment factors in explaining average expected returns: evidence from Australia, Research in international business and finance, vol. 26, no. 1, pp. 67-78.

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Title	On the robustness of higher-moment factors in explaining average expected returns: evidence from Australia
Author(s)	Doan, Minh Phuong Lin, Chien-Ting
Journal name	Research in international business and finance
Volume number	26
Issue number	1
Start page	67
End page	78
Total pages	12
Publisher	J A I Press Inc.
Place of publication	New York, N.Y.
Publication date	2012
ISSN	0275-5319
Keyword(s)	systematic skewness higher moment estimators errors-in-variables systematic kurtosis
Language	eng
Field of Research	150201 Finance
Socio Economic Objective	900101 Finance Services
HERDC Research category	C1 Refereed article in a scholarly journal
Copyright notice	©2011, Elsevier B.V. All rights reserved.
Persistent URL	http://hdl.handle.net/10536/DRO/DU:30046089

Document type:	Journal Article
Collections:	Faculty of Business and Law School of Accounting, Economics and Finance

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