Monthly pattern and portfolio effect on higher moments of stock returns: Empirical evidence from Hong Kong (Q1000473): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1023/a:1010006209727 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1551413498 / rank | |||
Normal rank | |||
Latest revision as of 10:17, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monthly pattern and portfolio effect on higher moments of stock returns: Empirical evidence from Hong Kong |
scientific article |
Statements
Monthly pattern and portfolio effect on higher moments of stock returns: Empirical evidence from Hong Kong (English)
0 references
6 February 2009
0 references
