Using Expectations to Test Asset Pricing Models
Using Expectations to Test Asset Pricing Models
About this item
Full title
Author / Creator
Publisher
Oxford, UK: Blackwell Publishing Ltd
Journal title
Language
English
Formats
Publication information
Publisher
Oxford, UK: Blackwell Publishing Ltd
Subjects
More information
Scope and Contents
Contents
Asset pricing models generate predictions relating assets' expected rates of return and their risk attributes. Most tests of these models have employed realized rates of return as a proxy for expected return. We use analysts' expected rates of return to examine the relation between these expectations and firm attributes. By assuming that analysts'...
Alternative Titles
Full title
Using Expectations to Test Asset Pricing Models
Authors, Artists and Contributors
Author / Creator
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Primary Identifiers
Record Identifier
TN_cdi_proquest_journals_208189910
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_208189910
Other Identifiers
ISSN
0046-3892
E-ISSN
1755-053X
DOI
10.1111/j.1755-053X.2005.tb00109.x
