Title of article

CAPM over the long run: 1926–2001

Author/Authors

Andrew Ang، نويسنده , , Joseph Chen، نويسنده ,

Issue Information

دوماهنامه با شماره پیاپی سال 2007

Pages

40

From page

1

To page

40

Keywords

Book-to-market effect , Value effect , Conditional CAPM , Time-varying beta

Journal title

Journal of Empirical Finance

Serial Year

2007

Journal title

Journal of Empirical Finance

Record number

130842