Where do betas come from?
Subtitle: asset price dynamics and the sources of systematic risk
By: John Y. Campbell, Jianping Mei.
Contributors: Mei, Jianping; National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 4329; Working paper series (National Bureau of Economic Research) -- working paper no. 4329.
Publisher: National Bureau of Economic Research
Published: 1993
Place of publication: Cambridge, MA
Language: eng
Number of pages: 35
Subjects: Stocks -- Prices -- Econometric models.; Capital assets pricing model.; Rate of return -- Econometric models.
Notes: "April 1993."

Includes bibliographical references (p. 27-29).

Bound with: Environmental regulation and manufacturing productivity at the plant level.