Testing for negative expected market return premia
Venkat R. Eleswarapu; Rex Thompson
| Year of publication: |
2007
|
|---|---|
| Authors: | Eleswarapu, Venkat R. ; Thompson, Rex |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 6, p. 1755-1770
|
| Subject: | CAPM | Risikoprämie | Risk premium | Bootstrap-Verfahren | Bootstrap approach | USA | United States | 1951-2003 |
| Extent: | graph. Darst. |
|---|---|
| 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/10003483296