Please use this identifier to cite or link to this item: http://hdl.handle.net/2440/61743
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Type: Journal article
Title: Pricing assets with higher moments: Evidence from the Australian and US stock markets
Author: Doan, P.
Lin, C.
Zurbrugg, R.
Citation: Journal of International Financial Markets, Institutions & Money, 2010; 20(1):51-67
Publisher: Elsevier BV, North-Holland
Issue Date: 2010
ISSN: 1042-4431
Statement of
Responsibility: 
Phuong Doan, Chien-Ting Lin, Ralf Zurbruegg
Keywords: Asset pricing; Co-skewness; Co-kurtosis; Fama and French 3 factors; Australian stock market
Rights: Copyright © 2009 Elsevier B.V. All rights reserved.
RMID: 0020100029
DOI: 10.1016/j.intfin.2009.10.002
Appears in Collections:Business School publications

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