Contribution of Co-Skewness and Co-Kurtosis of the Higher
Moment CAPM for Finding the Technical Efficiency

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Contribution of Co-Skewness and Co-Kurtosis of the Higher Moment CAPM for Finding the Technical Efficiency

The objective of this paper is to present the technical efficiency of individual companies and their respective groups of Bangladesh stock market (i.e., Dhaka Stock Exchange, DSE) by using two risk factors (co-skewness and co-kurtosis) as the additional input variables in the Stochastic Frontier A...

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Bibliographic Details
Main Authors:	Hasan, Md. Zobaer, Kamil, Anton Abdulbasah
Format:	Article
Language:	English
Published:	Hindawi Publishing Corporation 2014
Subjects:	LC5800-5808 Distance education.
Online Access:	http://eprints.usm.my/38528/ http://eprints.usm.my/38528/1/Contribution_of_Co-Skewness_and_Co-Kurtosis_of_the_Higher_Moment_CAPM_for_Finding_the_Technical_Efficiency.pdf

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