Conditional skewness in asset pricing tests
Year of publication: |
2000
|
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Authors: | Harvey, Campbell R. ; Siddique, Akhtar R. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 55.2000, 3, p. 1263-1295
|
Subject: | skewness | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | CAPM | Theorie | Theory | USA | United States | 1963-1993 |
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