Liquidity, Skewness and Stock Returns: Evidence from Chinese Stock Market
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Bibliographic InfoArticle provided by Springer in its journal Asia-Pacific Financial Markets.
Volume (Year): 18 (2011)
Issue (Month): 4 (November)
Contact details of provider:
Web page: http://springerlink.metapress.com/link.asp?id=102851
Liquidity; Three-moment CAPM; Covariance; Co-skewness;
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