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Testing the Validity of Conditional Four Moment Capital Asset Pricing Model: Empirical Evidence from the Colombo Stock Exchange Cover

Testing the Validity of Conditional Four Moment Capital Asset Pricing Model: Empirical Evidence from the Colombo Stock Exchange

Staff Studies
Volume 48 (2018): Issue 1
By:   
Open Access
|Jun 2018
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DOI: https://doi.org/10.4038/ss.v48i1.4710 | Journal eISSN: 1391-3743
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Language: English
Page range: 99 - 129
Published on: Jun 30, 2018
Published by: Central Bank of Sri Lanka
In partnership with: Paradigm Publishing Services
Keywords:
CAPM,
Co-skewness,
Co-kurtosis,
Four-moment,
Individual stocks

© 2018 Jayaweera M. Nishantha, published by Central Bank of Sri Lanka
This work is licensed under the Creative Commons License.

Volume 48 (2018): Issue 1
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