The Kraus and Litzenberger Quadratic Characteristic Line and Event Studies
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Bibliographic InfoArticle provided by SKEMA Business School in its journal Frontiers in Finance and Economics.
Volume (Year): 2 (2005)
Issue (Month): 2 (December)
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Web page: http://www.ffe.esc-lille.com
Skewness; event studies; three-moment CAPM;
Find related papers by JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies
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