Matches in SemOpenAlex for { <https://semopenalex.org/work/W3124456688> ?p ?o ?g. }
Showing items 1 to 60 of
60
with 100 items per page.
- W3124456688 abstract "This research adds cokurtosis risk factor as a new factor into Moreno and Rodriguez (2009) five-factor model to be six-factor model to evaluate the equity mutual fund performance of three selected countries in Asia - China, Singapore and Thailand as representatives of fast growing Asian countries. To my knowledge, this is the first research to incorporate both coskewness and cokurtosis risk factors into Carhart (1997) four-factor model, to become a six-factor model, to explain the equity mutual fund returns. The result shows that coskewness risk factor show significance in Singapore for mutual fund evaluation. There are some little sign of mild support for the pricing of cokurtosis in Singapore and Thailand too. In China, even coskewness is not statistically but shows economically significantly difference at 2.7% per month. Adding coskewness and cokurtosis risk factors in CAPM or Carhart (1997), four-factor model show little increment in the explanatory power of the models." @default.
- W3124456688 created "2021-02-01" @default.
- W3124456688 creator A5010329170 @default.
- W3124456688 creator A5041441984 @default.
- W3124456688 creator A5084517862 @default.
- W3124456688 date "2018-01-01" @default.
- W3124456688 modified "2023-09-27" @default.
- W3124456688 title "Multifactor asset pricing model incorporating coskewness and cokurtosis: the evidence from Asian mutual funds" @default.
- W3124456688 doi "https://doi.org/10.1504/ijebr.2018.10015241" @default.
- W3124456688 hasPublicationYear "2018" @default.
- W3124456688 type Work @default.
- W3124456688 sameAs 3124456688 @default.
- W3124456688 citedByCount "0" @default.
- W3124456688 crossrefType "journal-article" @default.
- W3124456688 hasAuthorship W3124456688A5010329170 @default.
- W3124456688 hasAuthorship W3124456688A5041441984 @default.
- W3124456688 hasAuthorship W3124456688A5084517862 @default.
- W3124456688 hasConcept C106159729 @default.
- W3124456688 hasConcept C10879293 @default.
- W3124456688 hasConcept C149782125 @default.
- W3124456688 hasConcept C162324750 @default.
- W3124456688 hasConcept C17744445 @default.
- W3124456688 hasConcept C181236170 @default.
- W3124456688 hasConcept C199539241 @default.
- W3124456688 hasConcept C199728807 @default.
- W3124456688 hasConceptScore W3124456688C106159729 @default.
- W3124456688 hasConceptScore W3124456688C10879293 @default.
- W3124456688 hasConceptScore W3124456688C149782125 @default.
- W3124456688 hasConceptScore W3124456688C162324750 @default.
- W3124456688 hasConceptScore W3124456688C17744445 @default.
- W3124456688 hasConceptScore W3124456688C181236170 @default.
- W3124456688 hasConceptScore W3124456688C199539241 @default.
- W3124456688 hasConceptScore W3124456688C199728807 @default.
- W3124456688 hasLocation W31244566881 @default.
- W3124456688 hasOpenAccess W3124456688 @default.
- W3124456688 hasPrimaryLocation W31244566881 @default.
- W3124456688 hasRelatedWork W1526389209 @default.
- W3124456688 hasRelatedWork W1583713927 @default.
- W3124456688 hasRelatedWork W1734161575 @default.
- W3124456688 hasRelatedWork W1739800821 @default.
- W3124456688 hasRelatedWork W1905087446 @default.
- W3124456688 hasRelatedWork W1972874959 @default.
- W3124456688 hasRelatedWork W2082388610 @default.
- W3124456688 hasRelatedWork W2253053501 @default.
- W3124456688 hasRelatedWork W2285199777 @default.
- W3124456688 hasRelatedWork W2338788597 @default.
- W3124456688 hasRelatedWork W2349377296 @default.
- W3124456688 hasRelatedWork W2420128248 @default.
- W3124456688 hasRelatedWork W2777004445 @default.
- W3124456688 hasRelatedWork W2948460653 @default.
- W3124456688 hasRelatedWork W3121489115 @default.
- W3124456688 hasRelatedWork W3121865550 @default.
- W3124456688 hasRelatedWork W3124902420 @default.
- W3124456688 hasRelatedWork W3125742684 @default.
- W3124456688 hasRelatedWork W3136709625 @default.
- W3124456688 hasRelatedWork W3122983556 @default.
- W3124456688 isParatext "false" @default.
- W3124456688 isRetracted "false" @default.
- W3124456688 magId "3124456688" @default.
- W3124456688 workType "article" @default.