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
Keywords :
asset pricing , CAPM , ICAPM , Conditional skewness
Journal title :
Quarterly Review of Economics and Finance
Journal title :
Quarterly Review of Economics and Finance