مرکز منطقه ای اطلاع رساني علوم و فناوري - Testing for negative expected market return premia

Title of article :

Testing for negative expected market return premia

Author/Authors :

Venkat R. Eleswarapu، نويسنده , , Rex Thompson، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

1755

To page :

1770

Keywords :

Market risk-premium , asset pricing , Non-negativity hypothesis , Bootstraps

Journal title :

Journal of Banking and Finance

Serial Year :

2007

Journal title :

Journal of Banking and Finance

Record number :

194055

Link To Document :