A cross-sectional test of an investment-based asset pricing model

Journal of Political Economy

Volumn 104, Issue 3, 1996, Pages 572-621

  Cochrane, John H ^a,b  

^a UNIVERSITY OF CHICAGO   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

FACTOR PRICING; METHODOLOGICAL EVALUATION; MODELLING APPROACH; STOCK RETURN;

EID: 0030452013     PISSN: 00223808     EISSN: None     Source Type: Journal    
DOI: 10.1086/262034     Document Type: Article

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