Four-moment CAPM model : evidence from the Indian stock market
Year of publication: |
2019
|
---|---|
Authors: | Misra, Dheeraj ; Vishnani, Sushma ; Mehrotra, Ankit |
Published in: |
Journal of emerging market finance. - Thousand Oaks, Calif. : Sage Publications, ISSN 0973-0710, ZDB-ID 2180453-9. - Vol. 18.2019, 1, Suppl, p. 137-166
|
Subject: | Four-moment | co-skewness | co-kurtosis | momentum | SMB | HML | Indien | India | CAPM | Aktienmarkt | Stock market | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
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