Co-Skewness and Capital Asset Pricing-Reference-Cited by-同舟云学术

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Co-Skewness and Capital Asset Pricing

Published:1980-09 Issue:4 Volume:35 Page:897-913
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

FRIEND IRWIN,WESTERFIELD RANDOLPH

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference10 articles.

1. Some New Bond Indexes;Bildersee;Journal of Business,1975

2. Beta and Their Regression Tendencies;Blume;Journal of Finance,1975

3. Risk, Return and Equilibrium Empirical Tests;Fama;Journal of Political Economy,1973

4. New Evidence on the Capital Asset Pricing Model;Friend;Journal of Finance (An expanded version appears as Working Paper No. 21-77b, Rodney L. White Center for Financial Research, University of Pennsylvania

5. Risk and Capital Asset Pricing;Friend;Rodney L. White Center for Financial Research, University of Pennsylvania

Cited by 131 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Investor sentiment and skewness risk premium;Applied Economics;2023-05-11

2. On the time‐varying relationship between coskewness and returns of banks;Review of Financial Economics;2023-03-29

3. A conditional higher-moment CAPM;International Review of Financial Analysis;2023-03

4. Can Real Options Explain the Skewness of Stock Returns?;Journal of Banking & Finance;2023-03

5. A novel downside beta and expected stock returns;International Review of Financial Analysis;2023-01

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