Higher-order comoments and asset returns: evidence from emerging equity markets
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
http://link.springer.com/content/pdf/10.1007/s10479-020-03549-0.pdf
Reference56 articles.
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3. Batten, J. A., & Vo, X. V. (2015). Foreign ownership in emerging stock markets. Journal of Multinational Financial Management, 32, 15–24.
4. Berk, J. B., & Van Binsbergen, J. H. (2016). Assessing asset pricing models using revealed preference. Journal of Financial Economics, 119(1), 1–23.
5. Buckle, M., Chen, J., & Williams, J. M. (2016). Realised higher moments: Theory and practice. The European Journal of Finance, 22(13), 1272–1291.
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