Expected returns, yield spreads, and asset pricing tests
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/21/3/1297/5417266/hhn011.pdf
Reference68 articles.
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2. Anderson T. G. Bollerslev T. Diebold T. Wu T. A Framework for Exploring the Macroeconomic Determinants of Systematic Risk. 2005.
3. Ang A. Chen A. CAPM Over the Long-Run: 1926–2001.” Journal of Empirical Finance(forthcoming). 2006.
4. Baele L. Bekaert L. Inghelbrecht L. The Determinants of Stock and Bond Return Comovements. 2007.
5. Bansal R. R. Dittmar Lundblad C. Consumption, Dividends, and the Cross Section of Equity Returns. 2005.
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