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Technical Assistance Information Clearing House - 1974

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Market timing with aggregate and idiosyncratic stock volatilities

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Development assistance programs of U.S. non-profit organisations in Dominican Republic

1982 - 2. ed.

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1982 - 2. ed.

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1982

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Is value premium a proxy for time-varying investment opportunities : some time series evidence

Guo, Hui (contributor) - 2005

"Campbell and Vuolteenaho (2004) and Brennan, Wang, and Xia (2004) recently argue that the value premium co-moves with investment opportunities and thus reflects rational pricing. This paper extends their analysis by showing that the ICAPM interpretation of the value premium also sheds light on...

Persistent link: https://www.econbiz.de/10002995301