Test of Multi-moment Capital Asset Pricing Model: Evidence from Karachi Stock Exchange
Year of publication: |
2008
|
---|---|
Authors: | Javid, Attiya Y. ; Ahmad, Eatzaz |
Institutions: | Pakistan Institute of Development Economics |
Subject: | Covariance | Co-skewness | Co-kurtosis | Non-normal Return Distribution | Capital Asset Pricing Model | Time-varying Moments |
-
Test of Higher Moment Capital Asset Pricing Model in Case of Pakistani Equity Market
Javid, Attiya Yasmin, (2009)
-
The explanatory power of higher moment capital asset pricing model in the Karachi stock exchange
Akbar, Muhammad, (2016)
-
Moment tests of independent components
Amengual, Dante, (2022)
- More ...
-
The Conditional Capital Asset Pricing Model: Evidence from Karachi Stock Exchange
Javid, Attiya Y., (2008)
-
Stock Market Reaction to Catastrophic Shock: Evidence from Listed Pakistani Firms
Javid, Attiya Y., (2007)
-
Corporate Governance in Pakistan: Corporate Valuation, Ownership and Financing
Javid, Attiya Y., (2010)
- More ...