A Cross-Sectional Test of a Production-Based Asset Pricing Model
收藏NBER1992-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w4025
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资源简介：
This paper tests a factor pricing model for stock returns. The factors are returns on physical investment, inferred from investment data via a production function. The tests examine the model's ability to explain the variation in expected returns across assets and over time. The model is not
提供机构：
美国国家经济研究局
创建时间：
1992-03-01
