@article{202409.1699,
	doi = {10.20944/preprints202409.1699.v1},
	url = {https://doi.org/10.20944/preprints202409.1699.v1},
	year = 2024,
	month = {September},
	publisher = {Preprints},
	author = {Abiodun Samue Ajayi and Ajibola Arewa and Joy Ejighomegba Omorojor and Adebanjo Joseph Falaye},
	title = {Risk–Return Anomalies: Evidence Based on the Co-Moment Augmented Fama–French Three-Factor Model in the Nigerian Stock Market},
	journal = {Preprints}
}