Publication Date

1-1-1991

Abstract

A model is introduced, but not fully parametized, for examining the relationship between expected stock returns and actual returns.

Document Type

Article

Keywords

return on investment, expected stock returns, marginal returns, macroeconomic variables

Disciplines

Business

Part of

article

Extent

49 pages

Format

.pdf

Rights

The files in this collection are protected by copyright law. No commercial reproduction or distribution of these files is permitted without the written permission of Southern Methodist University, Cox Business School. These files may be freely used for educational purposes, provided they are not altered in any way, and Southern Methodist University is cited. For more information, contact ncds@smu.edu.

Language

English

Included in

Business Commons

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