Higher moments and beta asymmetry : evidence from Australia
Version 2 2024-06-05, 05:55
Version 1 2014-10-28, 10:33
journal contribution
posted on 2024-06-05, 05:55 authored by Daisy DoanDaisy Doan, CT Lin, M ChngHigher moments and beta asymmetry : evidence from Australia
History
Journal
Accounting and financeVolume
54Pagination
779-807Location
Melbourne, Vic.ISSN
0810-5391eISSN
1467-629XLanguage
engPublication classification
C1 Refereed article in a scholarly journal, C Journal articleCopyright notice
2013, Wiley-Blackwell Publishing AsiaIssue
3Publisher
Wiley-Blackwell Publishing AsiaUsage metrics
Categories
Keywords
asset pricingAustralian stock returnsbeta riskkurtosisskewness159999 Commerce, Management, Tourism and Services not elsewhere classified970115 Expanding Knowledge in Commerce150205 Investment and Risk Management900102 Investment Services (excl. Superannuation)School of Accounting, Economics and Finance
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