CAPM, Higher Co-moment and Factor Models of UK Stock Returns.
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| Title: | CAPM, Higher Co-moment and Factor Models of UK Stock Returns. |
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| Authors: | Chi-Hsiou Hung, Daniel1, Shackleton, Mark1 m.shackleton@lancaster.ac.uk, Xinzhong Xu2 |
| Source: | Journal of Business Finance & Accounting. Jan-Mar2004, Vol. 31 Issue 1/2, p87-112. 26p. 5 Charts, 3 Graphs. |
| Database: | Business Source Ultimate |
| ISSN: | 0306686X |
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| DOI: | 10.1111/j.0306-686X.2004.0003.x |
