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Discussion of CAPM, Higher Co‐moment and Factor Models of UK Stock Returns

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  • Ian Garrett

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  • Ian Garrett, 2004. "Discussion of CAPM, Higher Co‐moment and Factor Models of UK Stock Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(1‐2), pages 113-114, January.
    • Handle: RePEc:bla:jbfnac:v:31:y:2004:i:1-2:p:113-114
    DOI: 10.1111/j.0306-686X.2004.0d03.x
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    References listed on IDEAS

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    1. Daniel Chi‐Hsiou Hung & Mark Shackleton & Xinzhong Xu, 2004. "CAPM, Higher Co‐moment and Factor Models of UK Stock Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(1‐2), pages 87-112, January.
    2. Daniel Chi‐Hsiou Hung & Mark Shackleton & Xinzhong Xu, 2004. "CAPM, Higher Co‐moment and Factor Models of UK Stock Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(1‐2), pages 87-112, January.
    3. Pettengill, Glenn N. & Sundaram, Sridhar & Mathur, Ike, 1995. "The Conditional Relation between Beta and Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 30(1), pages 101-116, March.
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