The Kraus and Litzenberger Quadratic Characteristic Line and Event Studies

Arun Prakash

Frontiers in Finance and Economics, 2005, vol. 2, issue 2, 67-78

Keywords: Skewness; event studies; three-moment CAPM (search for similar items in EconPapers)
JEL-codes: G11 G14 (search for similar items in EconPapers)
Date: 2005
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