The capital asset pricing model expressed as a recursive system: an empirical investigation

Authors
Lee, Cheng F. Lloyd, William P.
Citation
. Lee, Cheng F. et . Lloyd, William P., The capital asset pricing model expressed as a recursive system: an empirical investigation, Journal of financial and quantitative analysis , 11(2), 1976, pp. 237-249
Journal title
Journal of financial and quantitative analysis → ACNP
ISSN journal
00221090
Volume
11
Issue
2
Year of publication
1976
Pages
237 - 249
Database
ACNP
SICI code