Further evidence on the validity of CAPM: The Warsaw Stock Exchange application
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DOI: 10.22367/jem.2020.39.05
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References listed on IDEAS
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More about this item
Keywords
downside risk; co-skewness; conditional relationship; CAPM;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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