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TESTING THE CAPM WITH TIME-VARYING RISKS AND RETURNS

delete2012-04-30
delete65
PRE
AI
N
Nelson C. Mark
DOI：10.1111/j.1540-6261.1991.tb04627.xdelete
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Abstract

Abstract

En
Keywords:
ASSET PRICING MODEL
LARGE SAMPLE PROPERTIES
EXPECTED STOCK RETURNS
MOMENTS ESTIMATORS
GENERALIZED-METHOD
FOREIGN-EXCHANGE
TERM STRUCTURE
MARKET
PORTFOLIO
HETEROSKEDASTICITY
AI Summary

AI Summary

Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.

Journal

Journal of Finance cover
Journal of Finance
IF:
9.5
Papers:
4.0K
Citations:
5.0W

Organization

No organization information available