A multivariate test of the covariance-co-skewness restriction for the three moment CAPM

Ahyee Lee, Ronald L. Moy and Cheng F. Lee

Journal of Economics and Business, 1996, vol. 48, issue 5, 515-523

Date: 1996
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0148-6195(96)00038-0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jebusi:v:48:y:1996:i:5:p:515-523

Access Statistics for this article

Journal of Economics and Business is currently edited by Emanuele Bajo and Moritz Ritter

More articles in Journal of Economics and Business from Elsevier
Bibliographic data for series maintained by Catherine Liu ().