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Expected stock returns, risk premiums and volatilities of economic factors1

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  • Li, Yuming
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    File URL: http://www.sciencedirect.com/science/article/B6VFG-3V72T2X-1/2/e06ae6a4801b9bea683ab9665c6c5213
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Empirical Finance.

    Volume (Year): 5 (1998)
    Issue (Month): 2 (June)
    Pages: 69-97

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    Handle: RePEc:eee:empfin:v:5:y:1998:i:2:p:69-97

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    Web page: http://www.elsevier.com/locate/jempfin

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    Cited by:
    1. Girard, Eric & Rahman, Hamid & Zaher, Tarek, 2003. "On market price of risk in Asian capital markets around the Asian flu," International Review of Financial Analysis, Elsevier, vol. 12(3), pages 241-265.
    2. Azeez, A.A. & Yonezawa, Yasuhiro, 2006. "Macroeconomic factors and the empirical content of the Arbitrage Pricing Theory in the Japanese stock market," Japan and the World Economy, Elsevier, vol. 18(4), pages 568-591, December.

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