EconPapers    
Economics at your fingertips  
 

Time-varying risk premia and the cross section of stock returns

Hui Guo ()

Journal of Banking & Finance, 2006, vol. 30, issue 7, 2087-2107

Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (13) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0378-4266(05)00133-0
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Time-varying risk premia and the cross section of stock returns (2005) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:30:y:2006:i:7:p:2087-2107

Access Statistics for this article

Journal of Banking & Finance is currently edited by Ike Mathur

More articles in Journal of Banking & Finance from Elsevier
Bibliographic data for series maintained by Haili He ().

 
Page updated 2020-08-25
Handle: RePEc:eee:jbfina:v:30:y:2006:i:7:p:2087-2107