A dynamic CAPM with supply effect : theory and empirical results
Cheng Few Lee, Chiung-Min Tsai, and Alice C. Lee
| Year of publication: |
2024
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|---|---|
| Authors: | Lee, Cheng F. ; Tsai, Chiung-Min ; Lee, Alice C. |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4. - New Jersey : World Scientific, ISBN 978-981-12-6325-5. - 2024, p. 3299-3328
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| Subject: | CAPM | Asset | Endogenous supply | Simultaneous Equations | Reduced-form | Seemingly Unrelated Regression (SUR) | Exactly identified | Cost of capital | Quadratic cost | Partial adjustment | Kapitalkosten | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Mehrgleichungsmodell | Multiple equation model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0100 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015050055