CAPM over the long run
Subtitle: 1926-2001
By: Andrew Ang, Joseph Chen.
Contributors: Chen, Joseph.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 11903.; Working paper series (National Bureau of Economic Research) -- working paper no. 11903.
Publisher: National Bureau of Economic Research
Published: 2005
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 52
Subjects: Stocks -- Prices -- Econometric models; Stocks -- Prices -- History -- 20th century
Other titles: Capital Asset Pricing Model over the long run.
Notes: "December 2005."

Includes bibliographical references (p. 39-41).

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