DIAGNOSING ASSET PRICING-MODELS USING THE DISTRIBUTION OF ASSET RETURNS

• 成果类型: Article
• 署名作者: SNOW, KN
• 刊物名称: JOURNAL OF FINANCE
• ISSN/ISSBN: 0022-1082
• DOI: 10.2307/2328550
• 发表日期: 1991
• 页码: 955-983
• 关键词: SIZE-RELATED ANOMALIES; STOCHASTIC CONSUMPTION; empirical tests; equity premium; prices; expectations; options; puzzle; RISK