CAPM, higher co-moment and factor models of UK stock returns

Journal of Business Finance and Accounting

Volumn 31, Issue 1-2, 2004, Pages 87-112

  Hung, Daniel Chi Hsiou ^a   Shackleton, Mark ^a   Xu, Xinzhong ^b  

^a LANCASTER UNIVERSITY   (United Kingdom)

^b Peking University   (China)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 31744451922     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/j.0306-686X.2004.0003.x     Document Type: Conference Paper

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