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Asset Pricing When Returns Are Nonnormal: Fama‐French Factors versus Higher‐Order Systematic Comoments*

✍ Scribed by Chung, Y. Peter; Johnson, Herb; Schill, Michael J.


Book ID
123881125
Publisher
University of Chicago Press
Year
2006
Tongue
English
Weight
134 KB
Volume
79
Category
Article
ISSN
0021-9398

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