Tests of Asset Pricing Models with Changing Expectations

Wayne Ferson (), Stephen R. Foerster and Donald Keim ()

Rodney L. White Center for Financial Research Working Papers from Wharton School Rodney L. White Center for Financial Research

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Working Paper: Test of Asset Pricing Models With Changing Expectations (1991)
Working Paper: Tests of Asset Pricing Models with Changing Expectations
Working Paper: Tests of Asset Pricing Models with Changing Expectations
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