Liang Dong

University of Macau

Macau

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Scholarly Papers (1)

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Are Higher Co-Moments Priced? A Tale of Two Countries

Number of pages: 40 Posted: 13 Nov 2017
Keith Lam, Liang Dong and Hung Wan Kot
University of Macau, University of Macau and University of Macau - Department of Finance and Business Economics
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Abstract:

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Higher co-moments; Coskewness; Cokurtosis; China stock market; UK stock market