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Selecting a portfolio with skewness: Recent evidence from US, European, and Latin American equity markets
Prakash, Arun J.; Chang, Chun-Hao; Pactwa, Therese E. - In: Journal of Banking & Finance 27 (2003) 7, pp. 1375-1390
Persistent link: https://www.econbiz.de/10005194852
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A multivariate test of the covariance-co-skewness restriction for the three moment CAPM
Lee, Ahyee; Moy, Ronald L.; Lee, Cheng F. - In: Journal of Economics and Business 48 (1996) 5, pp. 515-523
Persistent link: https://www.econbiz.de/10005313111
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Multivariate tests of the capm under heteroskedasticity: A note
Moy, Ronald L.; Lee, Ahyee; Chen, Thomas P. - In: International Review of Economics & Finance 6 (1997) 4, pp. 431-439
Persistent link: https://www.econbiz.de/10005205584
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Bulls, bears, and value line's rankings
Moy, Ronald L.; Lee, Ahyee; Lee, Cheng F. - In: International Review of Economics & Finance 4 (1995) 2, pp. 179-187
Persistent link: https://www.econbiz.de/10005107298
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M. Zanasi, Saving the Nation: Economic Modernity in Republican China , The University of Chicago Press (2006) 320 pp., ISBN-13: 978 0 226 97873 4.
Moy, Ronald L. - In: Journal of Asian Economics 19 (2008) 1, pp. 99-100
Persistent link: https://www.econbiz.de/10005431330