Estimation risk, market efficiency, and the predictability of returns

Estimation risk, market efficiency, and the predictability of returns

ग्रंथसूची विवरण
मुख्य लेखक: Lewellen, Jonathan
अन्य लेखक: Shanken, Jay
स्वरूप: पुस्तक
भाषा:English
प्रकाशित: Cambridge National Bureau of Economic Research 2000.
श्रृंखला:NBER working paper series no.7699
विषय:
Stock price forecasting > Econometric models.
Risk assessment > Econometric models.
Efficient market pricing model.
Capital assets pricing model.
Rate of return > Econometric models.