Asset Pricing When Returns Are Nonnormal: Fama-French Factors versus Higher-Order Systematic Comoments
| Year of publication: |
2006
|
|---|---|
| Authors: | Chung, Y.Peter ; Johnson, Herb ; Schill, Michael J. |
| Published in: |
The journal of business : B. - Chicago, Ill : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 2416177. - Vol. 79.2006, 2, p. 923-940
|