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GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
- Jesper Lund, Denmark
- Tom Engsted
- Department of Business Studies
- Finance Research Group
- Department of Marketing and Statistics
Udgivelsesdato: AUG
| Original language | English |
|---|---|
| Journal | Journal of International Money and Finance |
| Volume | vol. 15 |
| Issue | no. 4 |
| Pages (from-to) | 497-521 |
| Number of pages | 25 |
| ISSN | 0261-5606 |
| Publication status | Published - 1996 |
- HHÅ forskning
Research areas
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ID: 32317288