A Generalised Method of Moments Test of the Capital Asset Pricing Model
Saved in:
Main Author: | LIM, Kian Guan |
---|---|
Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
1990
|
Subjects: | |
Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/2111 https://worldcat.org/isbn/9789971899790 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Singapore Management University |
Language: | English |
Similar Items
-
A Direct Test of Rock's Model of the Pricing of Unseasoned Issues
by: KOH, Francis, et al.
Published: (1989) -
Tests of Rational Bubbles Using Cointegration Theory
by: LIM, Kian Guan, et al.
Published: (1991) -
A Generalized Method of Moments Test of the Capital Asset Pricing Model
by: Lim, Kian Guan
Published: (1988) -
A New Test of the Three Moment Capital Asset Pricing Model
by: Lim, Kian Guan
Published: (1989) -
A Survey of Consumption and Consumption Capital Asset Pricing Models
by: LEE, David K. C., et al.
Published: (1990)