USING CAPITAL ASSET PRICING MODEL AND MARKET MODEL TO PREDICT SECURITY RETURNS

被引：9
|
作者：
PETTIT, RR [1 ]
WESTERFI.R [1 ]
机构：
[1] UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
来源：
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1974年 / 9卷 / 04期
关键词：
D O I：
10.2307/2329762
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：579 / 605
页数：27
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