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

journal contribution
posted on 2010-01-01, 00:00 authored by P Doan, Chien-Ting Lin, R Zurbruegg
Pricing assets with higher moments : evidence from the Australian and us stock markets

History

Journal

Journal of international financial markets, institutions and money

Volume

20

Issue

1

Pagination

51 - 67

Publisher

Elsevier

Location

Amsterdam, The Netherlands

Publisher DOI

ISSN

1042-4431

eISSN

1873-0612

Language

eng

Publication classification

C1.1 Refereed article in a scholarly journal

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    Research Publications

    Categories

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    Keywords

    asset pricingco-skewnessco-kurtosisFama and French 3 factorsa Australian stock market

    Licence

    All Rights Reserved

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