Estimating and testing beta pricing models on industries
Year of publication: |
2013
|
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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
|
Subject: | Asset pricing models | Systematic risk | Cost of equity | Consumption risk | Two-pass cross-sectional regressions | CAPM | Risiko | Risk | Schätztheorie | Estimation theory | Schätzung | Estimation | Kapitalkosten | Cost of capital | Betafaktor | Beta risk | Risikoprämie | Risk premium |
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