Predictability of stock returns and consumption-based CAPM: Evidence from a small open market

European Journal of Economics, Finance and Administrative Sciences

Volumn , Issue 22, 2010, Pages 148-173

  Li, Bin ^a   Zhong, Maosen ^b  

^a GRIFFITH UNIVERSITY   (Australia)

^b Pureland Learning College   (Australia)

Author keywords

Asset pricing; Consumption based CAPM; Consumption wealth ratio; Habit formation

Indexed keywords

EID: 77956546352     PISSN: 14502275     EISSN: 14502275     Source Type: Journal    
DOI: None     Document Type: Article

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