Estimating and testing beta pricing models on industries
Yacine Hammami; Anna Lindahl
| Year of publication: |
2013
|
|---|---|
| Authors: | Hammami, Yacine ; Lindahl, Anna |
| Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 69.2013, p. 45-63
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| Subject: | Asset pricing models | Systematic risk | Cost of equity | Consumption risk | Two-pass cross-sectional regressions | CAPM | Risiko | Risk | Schätztheorie | Estimation theory | Schätzung | Estimation | Risikoprämie | Risk premium | Betafaktor | Beta risk | Kapitalkosten | Cost of capital | Kapitaleinkommen | Capital income |
| 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/10010236663