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The market risk premium and empirical tests of asset pricing models with higher moments

by: Sears, R. Stephen; Wei, K. C. John; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration

Publication date: 1986

Publisher: [Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign

Collection: university_of_illinois_urbana-champaign; americana

Contributor: University of Illinois Urbana-Champaign

Language: English

Volume: 1239

Includes bibliographical references (p. 13-15)

Notes

irregularities include: faded text is representative of physical pages.

Addeddate: 2011-11-23 16:03:03

Associated-names: Wei, K. C. John; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration

Bookplateleaf: 0008

Call number: 6594215

Camera: Canon EOS 5D Mark II

External-identifier: urn:oclc:record:1048791352

Foldoutcount: 0

Identifier: marketriskpremiu1239sear

Identifier-ark: ark:/13960/t71v6j30w

Ocr_converted: abbyy-to-hocr 1.1.37

Ocr_module_version: 0.0.21

Openlibrary_edition: OL25113502M

Full catalog record: MARCXML

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Uploaded by KitM on November 23, 2011

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