Size and book to market effects vs co-skweness and co-kurtosis in explaining stock returns

Souad Lajili
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Souad Lajili: DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique

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Date: 2005-10
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Published in The 32nd Annual Conference of the Northeast Business & Economics Association, Oct 2005, Newport, United States

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00164948

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