An examination of alternative CAPM-based models in UK stock returns

Journal of Banking and Finance

Volumn 29, Issue 12, 2005, Pages 2995-3014

  Fletcher, Jonathan ^a   Kihanda, Joseph ^b  

^a UNIVERSITY OF STRATHCLYDE   (United Kingdom)

^b Institute of Financial Management   (Tanzania)

Author keywords

Conditional models; Four moment CAPM

Indexed keywords

EID: 28044465923     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2004.11.002     Document Type: Article

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