Examination of conditional asset pricing in UK stock returns

Financial Review

Volumn 37, Issue 3, 2002, Pages 447-468

  Fletcher, Jonathan ^a  

^a UNIVERSITY OF STRATHCLYDE   (United Kingdom)

Author keywords

CAPM; Stochastic discount factor

Indexed keywords

EID: 28044457563     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/0732-8516.00007     Document Type: Article

References (0)