Where do betas come from?
By: John Y. Campbell, Jianping Mei.
Contributors: Mei, Jianping.; National Bureau of Economic Research.
Series: NBER working paper series -- no.4329
Publisher: National Bureau of EconomicResearch
Published: 1993
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 35
Subjects: Stocks -- Prices -- Econometric models.; Capital assets pricing model.; Rate of return -- Econometric models.