Should the Holding Period Matter for the Intertemporal Consumption-BasedCAPM?
收藏NBER1991-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w3583
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资源简介：
Empirical studies of the restrictions implied by the intertemporal capital asset pricing model across different asset markets have found conflicting evidence. In general, restrictions from this model have been rejected over short holding periods, but not over longer holding periods such as a quarter
提供机构：
美国国家经济研究局
创建时间：
1991-01-01
