A cross-sectional empirical test of a dual-state multi-factor pricing model

Financial Review

Volumn 34, Issue 3, 1999, Pages 47-63

  Howton, Shelly W ^a   Peterson, David R ^b  

^a VILLANOVA UNIVERSITY   (United States)

^b FLORIDA STATE UNIVERSITY   (United States)

Author keywords

Conditional model; Multi factor pricing model; Time varying parameters

Indexed keywords

EID: 84878314796     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.1999.tb00462.x     Document Type: Article

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