Title of article
Does conditional market skewness resolve the puzzling market risk-return relationship?
Author/Authors
Omrane Guedhami، نويسنده , , Oumar Sy، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
17
From page
582
To page
598
Keywords
asset pricing , CAPM , ICAPM , Conditional skewness
Journal title
Quarterly Review of Economics and Finance
Serial Year
2005
Journal title
Quarterly Review of Economics and Finance
Record number
178491
Link To Document