The CAPM Strikes Back? An Investment Model with Disasters
Year of publication: |
2015-03
|
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Authors: | Zhang, Lu ; Bai, Hang ; Hou, Kewei ; Kung, Howard |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP CF EFG The price is Paper copy available by mail Number 21016 |
Classification: | E32 - Business Fluctuations; Cycles ; E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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