Vishnani, Sushma - In: Afro-Asian Journal of Finance and Accounting 3 (2013) 3, pp. 208-221
This paper analyses the validity of the three-moment CAPM model in the Indian context. The study is intended to find out whether co-skewness risk is priced in the Indian capital market. To analyse the validity of the three-moment CAPM model in the Indian context, a time period of around 12 years...
