𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Asset Pricing Models: Further Tests

✍ Scribed by Foster, George


Book ID
121867727
Publisher
School of Business Administration, University of Washington
Year
1978
Tongue
English
Weight
558 KB
Volume
13
Category
Article
ISSN
0022-1090

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Tests of the conditional asset pricing m
✍ Stuart Hyde; Mohamed Sherif πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 145 KB πŸ‘ 1 views

## Abstract We analyse the ability of the conditional asset pricing models to explain the cross‐sectional variation in UK stock returns. We examine conditional versions of the Sharpe‐Linter CAPM and the Fama‐French three‐factor model. The results indicate that the conditional single‐factor model is