Are downside higher order co-moments priced? : evidence from the French market
Year of publication: |
2012
|
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Authors: | Hafsa, Houda ; Hmaied, Dorra Mezzez |
Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 6.2012, 1, p. 65-81
|
Subject: | downside Beta | downside higher order co-movements | CAPM | French stock market | Frankreich | France | Aktienmarkt | Stock market | Schätzung | Estimation | Betafaktor | Beta risk |
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