Monthly pattern and portfolio effect on higher moments of stock returns : empirical evidence from Hong Kong
Year of publication: |
1998
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Authors: | Tang, Gordon Y. N. |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 5.1998, 3, p. 275-307
|
Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Saisonale Schwankungen | Seasonal variations | Portfolio-Management | Portfolio selection | Hongkong | Hong Kong |
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