An Empirical Investigation of Consumption CAPMs in the Australian Market

Bin Li, Benjamin Liu and Eduardo Roca

Discussion Papers in Finance from Griffith University, Department of Accounting, Finance and Economics

Keywords: Consumption-Based CAPM; Consumption-Wealth Ratio; Surplus Consumption; Labour Income; Conditional Model; Asset Pricing (search for similar items in EconPapers)
JEL-codes: G12 (search for similar items in EconPapers)
Date: 2010-11
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