University of Illinois at Urbana-Champaign and the University of Mississippi. This research is supported in part by the University of Illinois Research Board. The authors gratefully acknowledge the helpful comments provided by the anonymous referees at the Journal.
Asset Pricing, Higher Moments, and the Market Risk Premium: A Note
Version of Record online: 30 APR 2012
© 1985 the American Finance Association
The Journal of Finance
Volume 40, Issue 4, pages 1251–1253, September 1985
How to Cite
SEARS, R. S. and WEI, K. C. J. (1985), Asset Pricing, Higher Moments, and the Market Risk Premium: A Note. The Journal of Finance, 40: 1251–1253. doi: 10.1111/j.1540-6261.1985.tb02376.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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