Tests of Asset Pricing Models with Changing Expectations
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Bibliographic InfoPaper provided by Wharton School Rodney L. White Center for Financial Research in its series Rodney L. White Center for Financial Research Working Papers with number 01-91.
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Other versions of this item:
- Wayne E. Ferson & Stephen R. Foerster & Donald B. Keim, . "Tests of Asset Pricing Models with Changing Expectations," Rodney L. White Center for Financial Research Working Papers 1-91, Wharton School Rodney L. White Center for Financial Research.
- Ferson, W.E. & Foester, S.R. & Kein, D.B., 1991. "Test of Asset Pricing Models With Changing Expectations," Weiss Center Working Papers 1-91, Wharton School - Weiss Center for International Financial Research.
- Wayne Ferson & Stephen Foerster & Donald Keim, . "Tests of Asset Pricing Models with Changing Expectations," Rodney L. White Center for Financial Research Working Papers 27-87, Wharton School Rodney L. White Center for Financial Research.
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- Ellouz, Siwar & Bellalah, Mondher, 2007. "Asset pricing and predictability of stock returns in the french market," MPRA Paper 4961, University Library of Munich, Germany, revised 24 Sep 2007.
- Bernard Dumas & Bruno Solnik, 1993. "The World Price of Foreign Exchange Risk," NBER Working Papers 4459, National Bureau of Economic Research, Inc.
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