Original title: Can beta-pricing models explain performance differences among assets?
Authors: Scott, G. ; Zemčík, Petr
Document type: Research reports
Year: 2003
Language: eng
Series: CERGE-EI research seminar series.
Abstract: Differences among assets' holding period returns (and mean returns) can possibly be explained by differences in betas (slopes) in asset return regressions.
Keywords: beta-pricing model; cross-equation restrictions; hypothesis test
Project no.: KSK9058117 (CEP)
Funding provider: GA AV ČR

Institution: Economics Institute AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: http://hdl.handle.net/11104/0053556

Permalink: http://www.nusl.cz/ntk/nusl-23642


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Research > Institutes ASCR > Economics Institute
Reports > Research reports