Title of article :
Taiwan stock market and four-moment asset pricing model
Author/Authors :
Chaoshin Chiao، نويسنده , , Ken Hung، نويسنده , , Suresh C. Srivastava، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Keywords :
Co-skewness , Co-kurtosis , Four-moment CAPM , Market conditions , Risk-return
Journal title :
Journal of International Financial Markets, Institutions and Money
Journal title :
Journal of International Financial Markets, Institutions and Money