Tests of conditional asset pricing models in the Brazilian stock market

René Garcia and Marco Bonomo

Journal of International Money and Finance, 2001, vol. 20, issue 1, 71-90

Date: 2001
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (12)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0261-5606(00)00045-0
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Tests of conditional asset pricing models in the brazilian stock market (1999)
Working Paper: Tests of Conditional Asset Pricing Models in the Brazilian Stock Market (1997)
Working Paper: Tests of Conditional Asset Pricing Models in the Brazilian Stock Market (1997)
Working Paper: Tests of Conditional Asset Pricing Models in the Brazilian Stock Market (1997)
Working Paper: Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market (1997)
Working Paper: Tests of conditional asset pricing models in the Brazilian stock market (1997)
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:jimfin:v:20:y:2001:i:1:p:71-90

Access Statistics for this article

Journal of International Money and Finance is currently edited by J. R. Lothian

More articles in Journal of International Money and Finance from Elsevier
Bibliographic data for series maintained by Catherine Liu ().