Higher co-moments and asset pricing on London Stock Exchange
Citation
Kostakis, A., Muhammad, K., & Siganos, A. (2012). Higher co-moments and asset pricing on London Stock Exchange. Journal of Banking and Finance, 36(3), 913-922. https://doi.org/10.1016/j.jbankfin.2011.10.002
Authors
Keywords
Asset pricing, Coskewness, Cokurtosis, London Stock Exchange
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