Asset pricing model specification and the term structure evidence

Author(s)
Marsh, Terry A.
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Description
First draft: April 1979.
 
Earlier revision has title: Capital asset pricing model tests in a term structure context. 1983.
 
Date issued
1985
URI
http://hdl.handle.net/1721.1/46868
Publisher
Cambridge, Mass. : Massachusetts Institute of Technology, Alfred P. Sloan School of Management
Other identifiers
assetpricingmode00mars
Series/Report no.
Working paper (Sloan School of Management) ; 1420-83.
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