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Higher‐order moments and asset pricing in the Australian stock market. (2024). Ahadzie, Richard Mawulawoe ; Jeyasreedharan, Nagaratnam.
In: Accounting and Finance.
RePEc:bla:acctfi:v:64:y:2024:i:1:p:75-128.

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  1. High-order moment joint risk spillovers and investment management: Implications for green shipbuilding policy and practice. (2025). Kuang, Haibo ; Meng, Bin ; Chen, Shuiyang.
    In: Transport Policy.
    RePEc:eee:trapol:v:163:y:2025:i:c:p:152-167.

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    RePEc:gam:jecnmx:v:4:y:2016:i:2:p:27-:d:71231.

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  22. Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns. (2016). Bollerslev, Tim ; Todorov, Viktor ; Li, Sophia Zhengzi.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:120:y:2016:i:3:p:464-490.

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