AN EMPIRICAL RE-EXAMINATION OF CROSS-SECTIONAL IN JAPAN

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CHAN A.; CHUI P.

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Journal Paper

Paper Information

Journal: JOURNAL OF FINANCIAL Year:1996 | Volume:- | Issue:- Page(s): 0-0

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Information Journal Paper

Title

AN EMPIRICAL RE-EXAMINATION OF CROSS-SECTIONAL IN JAPAN

Author(s)

CHAN A. | CHUI P. | Issue Writer Certificate

Keywords

Not Registered.

Abstract

Cites

ACCURACY OF PREDICTION MODELS OF CAPITAL ASSET PRICING MODEL AND BETA REWARD IN TEHRAN STOCK EXCHANGE

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APA: Copy

CHAN, A., & CHUI, P.. (1996). AN EMPIRICAL RE-EXAMINATION OF CROSS-SECTIONAL IN JAPAN. JOURNAL OF FINANCIAL, -(-), 0-0. SID. https://sid.ir/paper/588997/en

Vancouver: Copy

CHAN A., CHUI P.. AN EMPIRICAL RE-EXAMINATION OF CROSS-SECTIONAL IN JAPAN. JOURNAL OF FINANCIAL[Internet]. 1996;-(-):0-0. Available from: https://sid.ir/paper/588997/en

IEEE: Copy

A. CHAN, and P. CHUI, “AN EMPIRICAL RE-EXAMINATION OF CROSS-SECTIONAL IN JAPAN,” JOURNAL OF FINANCIAL, vol. -, no. -, pp. 0–0, 1996, [Online]. Available: https://sid.ir/paper/588997/en

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