Expected returns, yield spreads, and asset pricing tests
By: Murillo Campbello, Long Chen, Lu Zhang.
Contributors: Chen, Long, 1969-; Zhang, Lu, 1972-; National Bureau of Economic Research.
Series: NBER working paper series -- no. 11323.; Working paper series (National Bureau of Economic Research) -- working paper no. 11323.
Publisher: National Bureau of Economic Research
Published: 2005
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 39
Subjects: Rate of return -- Econometric models; Assets (Accounting) -- Prices -- Econometric models
Notes: "May 2005."

Includes bibliographical references (p. 34-37).

Also available in PDF from the NBER world wide web site (www.nber.org).