The explanatory power of higher moment capital asset pricing model in the Karachi stock exchange

Muhammad Akbar; Thuy Thu Nguyen

doi:10.1016/j.ribaf.2015.09.020

The explanatory power of higher moment capital asset pricing model in the Karachi stock exchange

Muhammad Akbar, Thuy Thu Nguyen^*

^*Corresponding author for this work

Foreign Trade University

Research output: Contribution to journal › Article › peer-review

3 Citations (SciVal)

Original language	English
Pages (from-to)	241-253
Number of pages	13
Journal	Research in International Business and Finance
Volume	36
DOIs	https://doi.org/10.1016/j.ribaf.2015.09.020
Publication status	Published (VoR) - 1 Jan 2016

Keywords

Beta
CAPM
Co-kurtosis
Co-skewness
Covariance

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10.1016/j.ribaf.2015.09.020

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title = "The explanatory power of higher moment capital asset pricing model in the Karachi stock exchange",

keywords = "Beta, CAPM, Co-kurtosis, Co-skewness, Covariance",

author = "Muhammad Akbar and Nguyen, \{Thuy Thu\}",

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year = "2016",

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day = "1",

doi = "10.1016/j.ribaf.2015.09.020",

language = "English",

volume = "36",

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journal = "Research in International Business and Finance",

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T1 - The explanatory power of higher moment capital asset pricing model in the Karachi stock exchange

AU - Akbar, Muhammad

AU - Nguyen, Thuy Thu

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Y1 - 2016/1/1

KW - Beta

KW - CAPM

KW - Co-kurtosis

KW - Co-skewness

KW - Covariance

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U2 - 10.1016/j.ribaf.2015.09.020

DO - 10.1016/j.ribaf.2015.09.020

M3 - Article

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VL - 36

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JO - Research in International Business and Finance

JF - Research in International Business and Finance

ER -

The explanatory power of higher moment capital asset pricing model in the Karachi stock exchange

Keywords

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