Empirical evidence on the conditional relation between higher-order systematic co-moments and security returns
Year of publication: |
2003
|
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Authors: | Galagedera, Don U. A. ; Henry, Darren ; Silvapulle, Paramsothy |
Published in: |
Quarterly journal of business and economics : QJBE. - Lincoln, Neb. : College of Business Administration, ISSN 0747-5535, ZDB-ID 859563-X. - Vol. 42.2003, 1/2, p. 121-137
|
Subject: | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | CAPM | Schätzung | Estimation | USA | United States |
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