Risk-return trade-off in the Australian Securities Exchange: Accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration-Reference-Cited by-同舟云学术

Risk-return trade-off in the Australian Securities Exchange: Accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration

Published:2022-07 Issue: Volume:80 Page:384-401
ISSN:1059-0560
Container-title:International Review of Economics & Finance
language:en
Short-container-title:International Review of Economics & Finance

Author:

Jayawardena Nirodha I.,Todorova Neda,Li Bin^ORCID,Su Jen-Je,Gau Yin-Feng

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

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