Asset pricing with disequilibrium price adjustment: theory and empirical evidence (Q5139537)
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scientific article; zbMATH DE number 7283311
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| default for all languages | No label defined |
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| English | Asset pricing with disequilibrium price adjustment: theory and empirical evidence |
scientific article; zbMATH DE number 7283311 |
Statements
Asset Pricing with Disequilibrium Price Adjustment: Theory and Empirical Evidence (English)
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9 December 2020
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multiperiod dynamic CAPM
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demand function
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supply function
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disequilibrium model
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disequilibrium effect
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two-stage least squares (2SLS) estimator
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maximum likelihood estimator
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0.9809798002243042
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0.7932540774345398
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0.727064311504364
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0.719843327999115
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0.7182781100273132
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