Should the holding period matter for the intertemporal consumption-based CAPM?
By: Karen K. Lewis.
Contributors: National Bureau of Economic Research.
Series: NBER working papers series -- working paper no. 3583; Working paper series (National Bureau of Economic Research) -- working paper no. 3583.
Publisher: National Bureau of Economic Research
Published: 1991
Place of publication: Cambridge, MA
Language: eng
Number of pages: 31
Subjects: Capital assets pricing model -- Econometric models.; Rate of return -- Econometric models.; Analysis of covariance -- Econometric models.
Notes: "January 1991."

Includes bibliographical references (p. 29-31).

Binghamton University Libraries' copy bound with: Human capital, technology, and the wage structure : what do time series show?