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Conditional coskewness and asset pricing

  • Smith, Daniel R.

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File URL: http://www.sciencedirect.com/science/article/pii/S0927-5398(06)00041-7
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Article provided by Elsevier in its journal Journal of Empirical Finance.

Volume (Year): 14 (2007)
Issue (Month): 1 (January)
Pages: 91-119

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Handle: RePEc:eee:empfin:v:14:y:2007:i:1:p:91-119
Contact details of provider: Web page: http://www.elsevier.com/locate/jempfin

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  25. Fama, Eugene F. & French, Kenneth R., 1993. "Common risk factors in the returns on stocks and bonds," Journal of Financial Economics, Elsevier, vol. 33(1), pages 3-56, February.
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