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CURRENCY RETURNS AND LIQUIDITY PREMIUMS. EVIDENCE FROM HIGHER MOMENTS PORTFOLIO SORTING: VARIANCE, SKEWNESS, AND KURTOSIS

Global Journal of Accounting and Finance (2020) 4(1) 49-72
DOI: 10.47177/gjaf.04.01.2020.049
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CURRENCY RETURNS AND LIQUIDITY PREMIUMS. EVIDENCE FROM HIGHER MOMENTS PORTFOLIO SORTING: VARIANCE, SKEWNESS, AND KURTOSIS. (2020). Global Journal of Accounting and Finance, 4(1), 49–72. https://doi.org/10.47177/gjaf.04.01.2020.049

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