✦ LIBER ✦

Using long-run consumption-return correlations to test asset pricing models

✍ Scribed by Jianfeng Yu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Using Expectations to Test Asset Pricing

✍ Alon Brav; Reuven Lehavy; Roni Michaely 📂 Article 📅 2005 🏛 Financial Management Association International (FM 🌐 English ⚖ 916 KB

Specification tests of asset pricing mod

✍ Raymond Kan; Cesare Robotti 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 437 KB

Some Tests of the Risk-Return Relationsh

✍ Shafiqur Rahman; T. Daniel Coggin; Cheng-Few Lee 📂 Article 📅 1998 🏛 Springer US 🌐 English ⚖ 119 KB

The Sensitivity of Tests of Asset Pricin

✍ Nicolaas Groenewald; Patricia Fraser 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 148 KB