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Do Empirical Pricing Factors Proxy for Innovations to State Variables in the ICAPM? A Direct Time-Series TestDo Empirical Pricing Factors Proxy for Innovations to State Variables in the ICAPM? A Direct Time-Series Test

Alternative Title
Do Empirical Pricing Factors Proxy for Innovations to State Variables in the ICAPM? A Direct Time-Series Test
Authors
SOHN, BUMJEAN
Issue Date
21-10월-2016
Publisher
Financial Management Association
Citation
Financial Management Association 2016 Annual Meetings
URI
https://scholar.korea.ac.kr/handle/2021.sw.korea/26954
Conference Name
Financial Management Association 2016 Annual Meetings
Place
US
Las Vegas, NV, U.S.A.
Conference Date
2016-10-19
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Korea University Business School > Department of Business Administration > 2. Conference Papers

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경영대학 (경영학과)
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