Cross-sectional tests of conditional asset pricing models : evidence from the German stock market
Year of publication: |
2007
|
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Authors: | Schrimpf, Andreas ; Schröder, Michael ; Stehle, Richard |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 13.2007, 5, p. 880-907
|
Subject: | CAPM | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Schätzung | Estimation | Deutschland | Germany |
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