A dynamic CAPM with supply effect : theory and empirical results
Year of publication: |
2009
|
---|---|
Authors: | Lee, Cheng F. ; Tsai, Chiung-min ; Lee, Alice C. |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 49.2009, 3, p. 811-828
|
Subject: | CAPM | Black-Scholes-Modell | Black-Scholes model | Aktienmarkt | Stock market | Angebot | Supply | USA | United States | 1981-2002 |
-
The equity premium and the business cycles : the role of demand and supply shocks
Smith, Peter N., (2009)
-
Pauletti, Fabrizio, (2003)
-
Option hedging using empirical pricing kernels
Rosenberg, Joshua V., (1997)
- More ...
-
A dynamic CAPM with supply effect : theory and empirical results
Lee, Cheng F., (2024)
-
Asset pricing with disequilibrium price adjustment: theory and empirical evidence
Lee, Cheng-Few, (2013)
-
A dynamic CAPM with supply effect: Theory and empirical results
Lee, Cheng-Few, (2009)
- More ...