✦ LIBER ✦

CAPM, Higher Co-moment and Factor Models of UK Stock Returns

✍ Scribed by Daniel Chi-Hsiou Hung; Mark Shackleton; Xinzhong Xu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Discussion of CAPM, Higher Co-moment and

✍ Ian Garrett 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 32 KB

Return Predictability of Higher-Moment C

✍ Chi-Hsiou Hung 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 178 KB

An examination of alternative CAPM-based

✍ Jonathan Fletcher; Joseph Kihanda 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 200 KB

An Examination of Alternative Factor Mod

✍ Jonathan Fletcher 📂 Article 📅 2001 🏛 Springer US 🌐 English ⚖ 63 KB

Arbitrage and the Evaluation of Linear F

✍ Jonathan Fletcher 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 211 KB

Monthly Pattern and Portfolio Effect on

✍ Gordon Y.N. Tang 📂 Article 📅 1998 🏛 Springer 🌐 English ⚖ 139 KB