Non-normality and risk in developing Asian markets

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Non-normality and risk in developing Asian markets

This paper examines whether additional risk factors such as the variance, skewness, and coskewness of returns offer an appropriate explanation of company returns in less developed capital markets. Arguments for considering some additional factors in pricing models to better deal with such situations...

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Bibliographic Details
Main Authors:	Alles, Lakshman, Murray, L.
Format:	Journal Article
Published:	World Scientific Publishing Co. Pte. Ltd. 2010
Online Access:	http://hdl.handle.net/20.500.11937/42666

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