Do arbitrage pricing models explain the predictability of stock returns?
Wayne E. Ferson ; Robert A. Korajczyk
| Year of publication: |
1995
|
|---|---|
| Authors: | Ferson, Wayne E. |
| Other Persons: | Korajczyk, Robert A. (contributor) |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 68.1995, 3, p. 309-349
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| Subject: | Börsenkurs | Share price | CAPM | Kapitaleinkommen | Capital income | Erwartungsbildung | Expectation formation | Theorie | Theory | Schätzung | Estimation | USA | United States | 1926-1989 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001186491