Empirical Tests of the Consumption-Oriented CAPM
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1989.tb05056.x/fullpdf
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3. On the theoretical specification and sampling properties of autocorrelated time series;Bartlett;Supplement to the Journal of the Royal Statistical Society,1946
4. The information content of security prices;Beaver;Journal of Accounting and Economics,1980
5. Capital market equilibrium with restricted borrowing;Black;Journal of Business,1972
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