‘Risk-return trade-off in the Australian Securities Exchange: Accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration

Nirodha I. Jayawardena, Neda Todorova, Bin Li, Jen Je Su, Yin Feng Gau

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Fingerprint

Dive into the research topics of '‘Risk-return trade-off in the Australian Securities Exchange: Accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration'. Together they form a unique fingerprint.

Business & Economics