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.

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Title Higher moments and beta asymmetry : evidence from Australia
Author(s) Doan, Minh Phuong
Lin, Chien-TingORCID iD for Lin, Chien-Ting orcid.org/0000-0001-6367-3606
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
Keyword(s) asset pricing
Australian stock returns
beta risk
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
Collections: Faculty of Business and Law
School of Accounting, Economics and Finance
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