Higher-order comoments and asset returns: evidence from emerging equity markets (Q829162)
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scientific article; zbMATH DE number 7344532
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| English | Higher-order comoments and asset returns: evidence from emerging equity markets |
scientific article; zbMATH DE number 7344532 |
Statements
Higher-order comoments and asset returns: evidence from emerging equity markets (English)
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5 May 2021
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high order co-moments
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co-skewness premium
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co-kurtosis premium
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five-factor models
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emerging stock markets
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0.7117498517036438
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0.6567489504814148
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0.6490022540092468
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0.6468566656112671
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0.6454084515571594
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