Expected stock returns, risk premiums and volatilities of economic factors1
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Empirical Finance.
Volume (Year): 5 (1998)
Issue (Month): 2 (June)
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Web page: http://www.elsevier.com/locate/jempfin
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- 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.
- 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.
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