CAPITAL ASSET PRICING WITH PRICE-LEVEL CHANGES

被引：9

作者：

HAGERMAN, RL

KIM, EH

机构：

[1] SUNY BUFFALO,BUFFALO,NY 14214

[2] OHIO STATE UNIV,COLUMBUS,OH 43210

来源：

关键词：

D O I：

10.2307/2330414

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：381 / 391

页数：11

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[5]

Jensen, 1972, STUDIES THEORY CAPIT

[6] CAPITAL MARKETS - THEORY AND EVIDENCE [J].

JENSEN, MC .

BELL JOURNAL OF ECONOMICS AND MANAGEMENT SCIENCE, 1972, 3 (02) :357-398

LINTNER, J .

[8]

LONG JB, 1974, J FINANC ECON, V1, P131, DOI DOI 10.1016/0304-405X(74)90002-6

[9] EQUILIBRIUM IN A CAPITAL ASSET MARKET [J].

MOSSIN, J .

[10]

Roll R., 1973, J MONEY CREDIT BANK, V5, P903