CRITIQUE OF ASSET PRICING THEORY TESTS .1. PAST AND POTENTIAL TESTABILITY OF THEORY

被引：1071

作者：

ROLL, R ^{[1
]}

机构：

[1] UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1977年 / 4卷 / 02期

关键词：

D O I：

10.1016/0304-405X(77)90009-5

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：129 / 176

页数：48

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