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:
Description
Item Description:"April 1993."
Physical Description:35 pages, 2 unnumbered pages : illustrations ; 22 cm.