Linear conditional expectation, return distributions and capital asset pricing theories

K. C. John Wei, Cheng F. Lee, Alice Lee

Research output: Journal article publication › Journal article › Academic research › peer-review

Original language	English
Pages (from-to)	471-487
Journal	Journal of Financial Research
Volume	22
Issue number	4
Publication status	Published - 1999

Cite this

@article{cde9cbcbe2ae49eaaa8267a1f74375c7,

title = "Linear conditional expectation, return distributions and capital asset pricing theories",

author = "Wei, {K. C. John} and Lee, {Cheng F.} and Alice Lee",

year = "1999",

language = "English",

volume = "22",

pages = "471--487",

journal = "Journal of Financial Research",

issn = "0270-2592",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "4",

}