| Original language | English |
|---|---|
| Pages (from-to) | 149-168 |
| Number of pages | 20 |
| Journal | Financial Review |
| Volume | 33 |
| Issue number | 3 |
| DOIs | |
| State | Published - Aug 1998 |
| Externally published | Yes |
ASJC Scopus Subject Areas
- Finance
- Economics and Econometrics
Keywords
- Arbitrage pricing theory
- Bull/bear markets
- Business conditions
- Factor risk premiums
- Multi-factor pricing relations