Co-moments as market anomalies: Evidence from France - www.sciencegate.ch

Selected Article

WEB https://hal-upec-upem.archives-ouvertes.fr/hal-01762994

Title

Co-moments as market anomalies: Evidence from France

Creator

Desban, Marc; Lajili Jarjir, Souad

Description

International audience

Publisher

Date of Appearance

2019-10-04

Submission Date

2019-10-04

Language

Type

info:eu-repo/semantics/conferenceObject; Conference papers

Subject

IRG_AXE1; JEL: G - Financial Economics; [QFIN.PM]Quantitative Finance [q-fin]/Portfolio Management [q-fin.PM]; [QFIN.CP]Quantitative Finance [q-fin]/Computational Finance [q-fin.CP]; [QFIN.ST]Quantitative Finance [q-fin]/Statistical Finance [q-fin.ST]; [QFIN.PR]Quantitative Finance [q-fin]/Pricing of Securities [q-fin.PR]; [QFIN.GN]Quantitative Finance [q-fin]/General Finance [q-fin.GN]

Repository URL

https://api.archives-ouvertes.fr/oai/hal/sic

Set Name

Conference papers; Quantitative Finance [q-fin]; UPEC-UPEM; Institut de Recherche en Gestion; Université Paris-Est Créteil Val-de-Marne

Source

25th Global Finance Conference (GFC); https://hal-upec-upem.archives-ouvertes.fr/hal-01762994; 25th Global Finance Conference (GFC), Jul 2018, Paris, France

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