Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/63366
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dc.contributor.authorBing-Huei Linen_US
dc.contributor.authorJerry M.C. Wangen_US
dc.contributor.other國立中興大學財務金融學系zh_TW
dc.date2005-05zh_TW
dc.date.accessioned2014-06-09T07:05:37Z-
dc.date.available2014-06-09T07:05:37Z-
dc.identifier.urihttp://hdl.handle.net/11455/63366-
dc.language.isoen_USzh_TW
dc.publisherUK:Jai Pressen_US
dc.relationAdvances in Quantitative Analysis of Finance and Accounting, 02:153-170en_US
dc.subjectTwo-moment CAPMen_US
dc.subjectthree-moment CAPMen_US
dc.subjectfour-moment CAPMen_US
dc.subjectbetaen_US
dc.subjectcoskewnessen_US
dc.subjectcokurtosisen_US
dc.title(Advances in Quantitative Analysis of Finance and Accounting, 02:153-170)Asset Pricing with Higher Moments: Empirical Evidence from the Taiwan Stock Marketen_US
item.languageiso639-1en_US-
item.fulltextwith fulltext-
item.grantfulltextrestricted-
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