A simultaneous test of the intertemporal capital asset pricing model, the arbitrage pricing theory, and the index model
By: Cheng F. Lee, K.C. John Wei and Andrew H. Chen
Contributors: Wei, K. C. John; Chen, Andrew H.; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: BEBR faculty working paper -- no. 1210; BEBR faculty working paper -- no. 1210.
Publisher: University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
Published: 1985
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 26
Notes: Includes bibliographical references (p. 25-26).