Estimation and test of a simple model of intertemporal capital asset pricing

Journal of Finance

Volumn 59, Issue 4, 2004, Pages 1743-1776

  Brennan, Michael J ^a   Wang, Ashley W ^b   Xia, Yihong ^c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 4344675434     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2004.00678.x     Document Type: Review

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