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Skewness and Data Errors: An A...
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CAPM
skewness
461
Skewness
436
Theorie
179
Theory
172
kurtosis
166
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140
Statistische Verteilung
139
Statistical distribution
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English
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Schneider, Paul
4
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2
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2
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1
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1
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1
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1
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1
Gao, Xiang
1
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1
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1
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1
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Svenska Handelshögskolan <Helsinki>
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Journal of financial economics
3
Research paper series / Swiss Finance Institute
3
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2
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2
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ECONIS (ZBW)
47
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1
Pemilihan Model Asset Pricing
Pasaribu, Rowland Bismark Fernando
-
Volkswirtschaftliche Fakultät, …
-
2010
also the
skewness
and kurtosis. The main contribution of this paper is comparison between the CAPM, the Fama and French …
Persistent link: https://www.econbiz.de/10009651399
Saved in:
2
Conditional
skewness
in asset pricing tests
Harvey, Campbell R.
;
Siddique, Akhtar R.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
3
,
pp. 1263-1295
Persistent link: https://www.econbiz.de/10001497600
Saved in:
3
Technology-related Peso problems in stock returns
Penttinen, Aku
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536011
Saved in:
4
Determination of risk aversion and moment-preferences : a comparison of econometic models
Wenner, Fabian
-
2002
Persistent link: https://www.econbiz.de/10001659555
Saved in:
5
Taiwan stock market and four-moment asset pricing model
Chiao, Chaoshin
;
Hung, Ken
;
Srivastava, Suresh C.
- In:
Journal of international financial markets, …
13
(
2003
)
4
,
pp. 355-381
Persistent link: https://www.econbiz.de/10001792910
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6
Risk premium spillovers among stock markets : evidence from higher-order moments
Finta, Marinela Adriana
;
Aboura, Sofiane
- In:
Journal of financial markets
49
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013531210
Saved in:
7
The prospect capital asset pricing model : theory and empirics
Gao, Xiang
;
Koedijk, Kees
;
Montone, Maurizio
;
Wang, Zhan
-
2023
Persistent link: https://www.econbiz.de/10013557115
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8
Theoretical asset pricing under behavioral decision making
Vries, Martijn Alexander de
-
2022
Persistent link: https://www.econbiz.de/10013263004
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9
The persistence in hedge fund performance : extended analysis
Capocci, Daniel
- In:
International journal of finance & economics : IJFE
14
(
2009
)
3
,
pp. 233-255
Persistent link: https://www.econbiz.de/10003901056
Saved in:
10
Do jumps contribute to the dynamics of the equity premium
Maheu, John M.
;
McCurdy, Thomas H.
;
Zhao, Xiaofei
- In:
Journal of financial economics
110
(
2013
)
2
,
pp. 457-477
Persistent link: https://www.econbiz.de/10010208659
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