Tests of the conditional asset pricing model : further evidence from the cross-section of stock returns
Stuart Hyde and Mohamed Sherif
| Year of publication: |
2010
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|---|---|
| Authors: | Hyde, Stuart ; Sherif, Mohamed |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 15.2010, 2, p. 198-211
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| Subject: | Reward-to-risk ratio | conditional asset pricing models | stock returns | size | value | CAPM | Kapitaleinkommen | Capital income | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008702351