Monthly pattern and portfolio effect on higher moments of stock returns: Empirical evidence from Hong Kong

DOI10.1023/A:1010006209727zbMath1153.91732OpenAlexW1551413498MaRDI QIDQ1000473

Gordon Y. N. Tang

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010006209727

Mathematics Subject Classification ID

Economic time series analysis (91B84) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges

This page was built for publication: Monthly pattern and portfolio effect on higher moments of stock returns: Empirical evidence from Hong Kong