Open AccessResurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying
Author(s) -
Martin Lettau,
Sydney C. Ludvigson
Publication year - 2001
Publication title -
journal of political economy
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 21.034
H-Index - 186
eISSN - 1537-534X
pISSN - 0022-3808
DOI - 10.1086/323282
Subject(s) - capital asset pricing model , econometrics , economics , risk premium , financial economics , consumption (sociology) , stock market , paleontology , social science , horse , sociology , biology
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