AN EXCLUSION OF ASSETS FROM TESTS OF THE TWO PARAMETER MODEL

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STAMBOUGH R.

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Journal Paper

Paper Information

Journal: JOURNAL OF FINANCIAL ECONOMICS Year:1982 | Volume:10 | Issue:3 Page(s): 237-268

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Information Journal Paper

Title

AN EXCLUSION OF ASSETS FROM TESTS OF THE TWO PARAMETER MODEL

Author(s)

STAMBOUGH R. | 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

STAMBOUGH, R.. (1982). AN EXCLUSION OF ASSETS FROM TESTS OF THE TWO PARAMETER MODEL. JOURNAL OF FINANCIAL ECONOMICS, 10(3), 237-268. SID. https://sid.ir/paper/589166/en

Vancouver: Copy

STAMBOUGH R.. AN EXCLUSION OF ASSETS FROM TESTS OF THE TWO PARAMETER MODEL. JOURNAL OF FINANCIAL ECONOMICS[Internet]. 1982;10(3):237-268. Available from: https://sid.ir/paper/589166/en

IEEE: Copy

R. STAMBOUGH, “AN EXCLUSION OF ASSETS FROM TESTS OF THE TWO PARAMETER MODEL,” JOURNAL OF FINANCIAL ECONOMICS, vol. 10, no. 3, pp. 237–268, 1982, [Online]. Available: https://sid.ir/paper/589166/en

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