Where do betas come from? : asset price dynamics and the sources of systematic risk /

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Bibliographic Details
Main Author:	Campbell, John Y.
Corporate Author:	National Bureau of Economic Research
Other Authors:	Mei, Jianping
Format:	Book
Language:	English
Published:	Cambridge, MA : National Bureau of Economic Research, [1993]
Series:	Working paper series (National Bureau of Economic Research) ; no. 4329.
Subjects:	Stocks > Prices > Econometric models. Capital assets pricing model. Rate of return > Econometric models. Stocks > Prices. Stocks. Econometric models. Rate of return.

Annex

Holdings details from Annex
Call Number:	HB 1 .W6 no.4329
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