Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas

• 1 June 1987
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 42  (2) , 201-220
• https://doi.org/10.2307/2328249

Abstract

Keywords

• MARKET BETAS
• PREMIUMS AND MARKET
• EXPECTED RISK PREMIUMS
• STOCK
• EQUITY
• PRICING