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Taiwan stock market and four-moment asset pricing model · Study

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ArticleTaiwan stock market and four-moment asset pricing model

Chaoshin Chiao2003

Article2003

Taiwan stock market and four-moment asset pricing model

Chaoshin Chiao · Ken Hung

20 citations·0/0 files stored·Journal of International Financial Markets Institutions and Money

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1992The Cross-Section of Expected Stock Returns 1963The Variation of Certain Speculative Prices 1997The variation of certain speculative prices 2000Conditional Skewness in Asset Pricing Tests 1989A Test of the Efficiency of a Given Portfolio 1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*1997Emerging equity market volatility 1963Mandelbrot and the Stable Paretian Hypothesis

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Year2003

Typearticle

Published2003-05-19

VenueJournal of International Financial Markets Institutions and Money

ISSN-L1042-4431

Languageen

Citations20

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/s1042-4431(03)00013-1

openalex_workW1985461783

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