Asset pricing model specification and the term structure evidence

Name

assetpricingmode00mars.pdf

Size

1.51 MB

Format

Adobe PDF

Checksum (MD5)

62d9270c582cdbe2b1339f9eadaf86f3

Author(s)

Marsh, Terry A.

Date Issued

1985

Publisher

Cambridge, Mass. : Massachusetts Institute of Technology, Alfred P. Sloan School of Management

Series/Report no.

Working paper (Sloan School of Management) ; 1420-83.

Description

First draft: April 1979.

Earlier revision has title: Capital asset pricing model tests in a term structure context. 1983.

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