Resurrecting the (C)CAPM: A cross-sectional test when risk premia are time-varying

Journal of Political Economy

Volumn 109, Issue 6, 2001, Pages 1238-1287

  Lettau, Martin ^a,b,c   Ludvigson, Sydney ^a  

^a NEW YORK UNIVERSITY   (United States)

^b FEDERAL RESERVE BANK OF NEW YORK   (United States)

^c Centre for Economic Policy Research   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CAPITAL MARKET; PRICE DYNAMICS; STOCK MARKET;

EID: 0035681734     PISSN: 00223808     EISSN: None     Source Type: Journal    
DOI: 10.1086/323282     Document Type: Article

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