You are not logged in.

Higher moments and beta asymmetry : evidence from Australia

Doan, Minh Phuong, Lin, Chien-Ting and Chng, Michael 2014, Higher moments and beta asymmetry : evidence from Australia, Accounting and finance, vol. 54, no. 3, pp. 779-807, doi: 10.1111/acfi.12022.

Attached Files
Name Description MIMEType Size Downloads

Title Higher moments and beta asymmetry : evidence from Australia
Author(s) Doan, Minh Phuong
Lin, Chien-Ting
Chng, Michael
Journal name Accounting and finance
Volume number 54
Issue number 3
Start page 779
End page 807
Total pages 29
Publisher Wiley-Blackwell Publishing Asia
Place of publication Melbourne, Vic.
Publication date 2014-09
ISSN 0810-5391
1467-629X
Keyword(s) asset pricing
Australian stock returns
beta risk
kurtosis
skewness
Language eng
DOI 10.1111/acfi.12022
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 Refereed article in a scholarly journal
Copyright notice ©2013, Wiley-Blackwell Publishing Asia
Persistent URL http://hdl.handle.net/10536/DRO/DU:30063982

Document type: Journal Article
Collection: School of Accounting, Economics and Finance
Connect to link resolver
 
Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved.

Versions
Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 0 times in TR Web of Science
Scopus Citation Count Cited 2 times in Scopus
Google Scholar Search Google Scholar
Access Statistics: 198 Abstract Views, 4 File Downloads  -  Detailed Statistics
Created: Wed, 04 Jun 2014, 12:03:14 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.