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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.
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
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DbLabel: Business Source Ultimate
An: 12378207
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PubType: Academic Journal
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Business+Finance+%26+Accounting%22">Journal of Business Finance & Accounting</searchLink>. Jan-Mar2004, Vol. 31 Issue 1/2, p87-112. 26p. 5 Charts, 3 Graphs.
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1111/j.0306-686X.2004.0003.x
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      – Code: eng
        Text: English
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        PageCount: 26
        StartPage: 87
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      – TitleFull: CAPM, Higher Co-moment and Factor Models of UK Stock Returns.
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            NameFull: Chi-Hsiou Hung, Daniel
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            NameFull: Shackleton, Mark
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            NameFull: Xinzhong Xu
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            – D: 01
              M: 01
              Text: Jan-Mar2004
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              Y: 2004
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              Value: 31
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              Value: 1/2
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            – TitleFull: Journal of Business Finance & Accounting
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