An empirical analysis of higher moment capital asset pricing model for Bangladesh stock market
Capital Asset Pricing Model (CAPM) describes a relationship which is linear between expected return and risk of an asset.Within the contents of this paper, the higher moments of return distributions for companies listed in the Dhaka Stock Exchange (DSE) market have been inspected for the period of J...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Canadian Center of Science and Education
2013
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| Subjects: | |
| Online Access: | http://repo.uum.edu.my/12831/1/25.pdf http://repo.uum.edu.my/12831/ http://dx.doi.org/10.5539/mas.v7n5p11 |
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