Systematic skewness in asset pricing: an empirical examination of the Taiwan stock market

ISSN： 1466-4283

Source： Applied Economics, Vol.35, Iss.17, 2003-11, pp. : 1877-1887

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Generalized method of moments and present value tests of the consumption-capital asset pricing model under transactions costs: evidence from the UK stock market

By Gregoriou Andros Ioannidis Christos

Empirical Economics, Vol. 32, Iss. 1, 2007-04 ,pp. : 19-39

Springer Publishing Company

Access to resources Recommend Favorite

A Review of: "Book Review: Empirical Dynamic Asset Pricing"

By Guidolin Massimo

Econometric Reviews, Vol. 26, Iss. 5, 2007-09 ,pp. : 597-604

Taylor & Francis Ltd

Access to resources Recommend Favorite

An empirical examination of exchange market efficiency

By Dutt Swarna D. Ghosh Dipak

Applied Economics Letters, Vol. 6, Iss. 2, 1999-02 ,pp. : 89-91

Routledge Ltd

Access to resources Recommend Favorite

Volatility and stock prices: implications from a production model of asset pricing

By Basu P. Samanta P.

Economics Letters, Vol. 70, Iss. 2, 2001-02 ,pp. : 229-235

Elsevier

Access to resources Recommend Favorite

An Empirical Analysis of Segmented Pricing of Bond Systematic Risk

Credit and Capital Markets – Kredit und Kapital, Vol. 47, Iss. 3, 2014-09 ,pp. : 439-464

Duncker & Humblot

Access to resources Recommend Favorite