Risk premiums and conditional covariances in tests of asset pricing models: Some evidence from Japan
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hamori, Shigeyuki, 2001. "Seasonality and stock returns: some evidence from Japan," Japan and the World Economy, Elsevier, vol. 13(4), pages 463-481, December.
- Iqbal, Javed & Brooks, Robert & Galagedera, Don U.A., 2010.
"Testing conditional asset pricing models: An emerging market perspective,"
Journal of International Money and Finance,
Elsevier, vol. 29(5), pages 897-918, September.
- Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008. "Testing Conditional Asset Pricing Models: An Emerging Market Perspective," Monash Econometrics and Business Statistics Working Papers 3/08, Monash University, Department of Econometrics and Business Statistics.
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