Open AccessCapital Share Risk in U.S. Asset Pricing
Author(s) -
Martin Lettau,
Sydney C. Ludvigson,
Stefan Ma
Publication year - 2014
Language(s) - English
Resource type - Reports
DOI - 10.3386/w20744
Subject(s) - capital asset pricing model , consumption based capital asset pricing model , business , financial economics , arbitrage pricing theory , economics , finance