Estimation risk, market efficiency, and the predictability of returns

Estimation risk, market efficiency, and the predictability of returns

Detalhes bibliográficos
Autor principal: Lewellen, Jonathan
Outros Autores: Shanken, Jay
Formato: Livro
Idioma:English
Publicado em: Cambridge National Bureau of Economic Research 2000.
coleção:NBER working paper series no.7699
Assuntos:
Stock price forecasting > Econometric models.
Risk assessment > Econometric models.
Efficient market pricing model.
Capital assets pricing model.
Rate of return > Econometric models.