Asset Pricing When Returns Are Nonnormal: Fama-French Factors versus Higher-Order Systematic Comoments
Year of publication: |
2006
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Authors: | Chung, Y.Peter ; Johnson, Herb ; Schill, Michael J. |
Published in: |
The journal of business : B. - Chicago, Ill : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 2416177. - Vol. 79.2006, 2, p. 923-940
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Saved in:
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