26 research outputs found
Risk instability in the electric utility industry
Full text linkhttp://deepblue.lib.umich.edu/bitstream/2027.42/36238/2/b137588x.0001.001.pdfhttp://deepblue.lib.umich.edu/bitstream/2027.42/36238/1/b137588x.0001.001.tx
Parameter instability in the single factor market model
Full text linkhttp://deepblue.lib.umich.edu/bitstream/2027.42/36237/2/b1375398.0001.001.pdfhttp://deepblue.lib.umich.edu/bitstream/2027.42/36237/1/b1375398.0001.001.tx
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The Pricing of Unanticipated Changes in Expected Inflation: Evidence from the Stock Market
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Estimating the Risk Premium on the Market, and Discriminating between the CAPM and APT
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