Asset pricing when returns are nonnormal: Fama-french factors versus higher-order systematic comoments

Journal of Business

Volumn 79, Issue 2, 2006, Pages 923-940

  Chung, Y Peter ^a   Johnson, Herb ^a   Schill, Michael J ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF VIRGINIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33644909070     PISSN: 00219398     EISSN: None     Source Type: Journal    
DOI: 10.1086/499143     Document Type: Review

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