✦ LIBER ✦

Conditional Skewness in Asset Pricing Tests

✍ Scribed by Campbell R. Harvey; Akhtar Siddique

Book ID: 108502955
Publisher: John Wiley and Sons
Year: 2000
Tongue: English
Weight: 445 KB
Volume: 55
Category: Article
ISSN: 0022-1082
DOI: 10.1111/0022-1082.00247

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Examination of Conditional Asset Pricing

Examination of Conditional Asset Pricing in UK Stock Returns

✍ Jonathan Fletcher 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 271 KB

Estimation and Evaluation of Conditional

Estimation and Evaluation of Conditional Asset Pricing Models

✍ STEFAN NAGEL; KENNETH J. SINGLETON 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 567 KB

Tests of the conditional asset pricing m

Tests of the conditional asset pricing model: further evidence from the cross-section of stock returns

✍ Stuart Hyde; Mohamed Sherif 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 145 KB 👁 1 views

## Abstract We analyse the ability of the conditional asset pricing models to explain the cross‐sectional variation in UK stock returns. We examine conditional versions of the Sharpe‐Linter CAPM and the Fama‐French three‐factor model. The results indicate that the conditional single‐factor model is

Two-Pass Tests of Asset Pricing Models w

Two-Pass Tests of Asset Pricing Models with Useless Factors

✍ Raymond Kan; Chu Zhang 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 196 KB

Presidential Address: Expected Return, R

Presidential Address: Expected Return, Realized Return, and Asset Pricing Tests

✍ Edwin J. Elton 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 111 KB

A Reduced Rank Regression Approach to Te

A Reduced Rank Regression Approach to Tests of Asset Pricing

✍ Michele Costa; Attilio Gardini; Paolo Paruolo 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 329 KB