Taiwan stock market and four-moment asset pricing model-Reference-Cited by-同舟云学术

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Taiwan stock market and four-moment asset pricing model

Published:2003-10 Issue:4 Volume:13 Page:355-381
ISSN:1042-4431
Container-title:Journal of International Financial Markets, Institutions and Money
language:en
Short-container-title:Journal of International Financial Markets, Institutions and Money

Author:

Chiao Chaoshin,Hung Ken,Srivastava Suresh C.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference49 articles.

1. Skewness and kurtosis in Japanese equity returns: empirical evidence;Aggarwal;Journal of Financial Research,1989

2. Risk and required return on equity;Arditti;Journal of Finance,1967

3. Another look at mutual fund performance;Arditti;Journal of Financial and Quantitative Analysis,1971

4. Portfolio efficiency analysis in three moments: the multiperiod case;Arditti;Journal of Finance,1975

5. Emerging equity market volatility;Bakaert;Journal of Financial Economics,1997

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4. Systematic extreme downside risk;Journal of International Financial Markets, Institutions and Money;2019-07

5. Four-moment CAPM Model: Evidence from the Indian Stock Market;Journal of Emerging Market Finance;2019-04

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