Pricing assets with higher moments : evidence from the Australian and us stock markets

Doan, Phuong, Lin, Chien-Ting and Zurbruegg, Ralf 2010, Pricing assets with higher moments : evidence from the Australian and us stock markets, Journal of international financial markets, institutions and money, vol. 20, no. 1, pp. 51-67.

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Title Pricing assets with higher moments : evidence from the Australian and us stock markets
Author(s) Doan, Phuong
Lin, Chien-Ting
Zurbruegg, Ralf
Journal name Journal of international financial markets, institutions and money
Volume number 20
Issue number 1
Start page 51
End page 67
Total pages 17
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2010
ISSN 1873-0612
1042-4431
Keyword(s) asset pricing
co-skewness
co-kurtosis
Fama and French 3 factorsa Australian stock market
Language eng
Field of Research 159999 Commerce, Management, Tourism and Services not elsewhere classified
Socio Economic Objective 970115 Expanding Knowledge in Commerce, Management, Tourism and Services
HERDC Research category C1.1 Refereed article in a scholarly journal
Persistent URL http://hdl.handle.net/10536/DRO/DU:30051954

Document type: Journal Article
Collection: School of Accounting, Economics and Finance
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