Risk premiums and conditional covariances in tests of asset pricing models: Some evidence from Japan

✍ Scribed by Shigeyuki Hamori

• Book ID: 114293835
• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 783 KB
• Volume: 9
• Category: Article
• ISSN: 0922-1425
• DOI: 10.1016/s0922-1425(96)00243-5