Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns
Year of publication: |
2007-05-30
|
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Authors: | Grammig, Joachim ; Schrimpf, Andreas |
Publisher: |
Universität <Köln> / Institut für Finanzmarktforschung |
Subject: | Capital-Asset-Pricing-Modell | Rendite | Kapitalmarkttheorie | Marktwert | market efficiency |
Extent: | 36 p. application/pdf |
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Series: | CFR Working Paper ; 5 (2007) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Management of financial services: stock exchange and bank management science (including saving banks) ; Individual Working Papers, Preprints ; Germany. General Resources ; USA |
Source: | USB Cologne (business full texts) |
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