Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas-Reference-Cited by-同舟云学术

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Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas

Published:1987-06 Issue:2 Volume:42 Page:201-220
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

FERSON WAYNE E.,KANDEL SHMUEL,STAMBAUGH ROBERT F.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1987.tb02564.x/fullpdf

Reference36 articles.

1. Time Preference and Capital Asset Pricing Models;Bergman;Journal of Financial Economics,1985

2. An Intertemporal Asset Pricing Model with Stochastic Consumption and Investment Opportunities;Breeden;Journal of Financial Economics,1979

3. Stock Returns and the Term Structure;Campbell;Journal of Financial Economics

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