Absolute and relative measures of time-varying risk premia ad the predicatability of stock returns
By: Angela J. Black.
Contributors: University of St Andrews. Department of Economics.; University of St Andrews. Centre for Research into Industry, Enterprise, Finance and the Firm.
Series: Discussion paper series / University of St. Andrews, Department of Economics/Centre forResearch into Industry, Enterprise, Finance and the Firm -- no. 9514; Discussion paper series (University of St. Andrews. Department of Economics/Centre for Research into Industry, Enterprise, Finance and the Firm) -- no. 9514.
Publisher: St. Salvator's College
Published: 1995
Place of publication: St. Andrews
Language: eng
Number of pages: 23
Subjects: Risk -- Econometric models.; Rate of return -- Econometric models.; Stock price indexes -- Great Britain -- Econometric models.
Notes: Includes bibliographichal references.