Empirical Tests of Asset Pricing Models with Individual Assets : Resolving the Errors-in-Variables Bias in Risk Premium Estimation
Year of publication: |
2018
|
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Authors: | Jegadeesh, Narasimhan |
Other Persons: | Noh, Joonki (contributor) ; Pukthuanthong, Kuntara (contributor) ; Roll, Richard (contributor) ; Wang, Junbo L. (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | CAPM | Schätzung | Estimation | Risikoprämie | Risk premium |
Extent: | 1 Online-Ressource (86 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Financial Economics (JFE), Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 20, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.2897821 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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