Empirical evidence on the conditional relation between higher-order systematic co-movements and security returns

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	121 - 137
Number of pages	17
Journal	Quarterly Journal of Business and Economics
Volume	42
Issue number	1 & 2
Publication status	Published - 2004

Cite this

@article{3affa66b5705451a9738ee663b860f80,

title = "Empirical evidence on the conditional relation between higher-order systematic co-movements and security returns",

author = "Galagedera, {Don Upatissa Asoka} and Darren Henry and Param Silvapulle",

year = "2004",

language = "English",

volume = "42",

pages = "121 -- 137",

journal = "Quarterly Journal of Business and Economics",

issn = "0747-5535",

number = "1 & 2",

}

TY - JOUR

T1 - Empirical evidence on the conditional relation between higher-order systematic co-movements and security returns

AU - Galagedera, Don Upatissa Asoka

AU - Henry, Darren

AU - Silvapulle, Param

PY - 2004

Y1 - 2004

M3 - Article

SN - 0747-5535

VL - 42

SP - 121

EP - 137

JO - Quarterly Journal of Business and Economics

JF - Quarterly Journal of Business and Economics

IS - 1 & 2

ER -