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

Do Empirical Pricing Factors Proxy for Innovations to State Variables in the ICAPM? A Direct Time-Series Test
제목
Do Empirical Pricing Factors Proxy for Innovations to State Variables in the ICAPM? A Direct Time-Series Test
제목 (타언어)
Do Empirical Pricing Factors Proxy for Innovations to State Variables in the ICAPM? A Direct Time-Series Test
저자
SOHN, BUMJEAN
발행일
2016-10-21
학회명
Financial Management Association 2016 Annual Meetings
개최지
Las Vegas, NV, U.S.A.
개최국가
미국
학회 개최일
2016-10-19 ~ 2016-10-22