Testing for negative expected market return premia

Journal of Banking and Finance

Volumn 31, Issue 6, 2007, Pages 1755-1770

  Eleswarapu, Venkat R ^a   Thompson, Rex ^b  

^a Oppenheimer Funds ^*  (United States)

^b SOUTHERN METHODIST UNIVERSITY   (United States)

Author keywords

Asset pricing; Bootstraps; Market risk premium; Non negativity hypothesis

Indexed keywords

EID: 34248217006     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2006.08.005     Document Type: Article

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