Are Stock Prices Too Volatile and Returns Too High? A Reassessment of the Empirical Evidence Using a Dynamic Version of the CAPM

Angela J Black, Patricia Fraser

Research output: Contribution to journalArticle

Original languageEnglish
JournalICFA Journal of Applied Finance
Publication statusPublished - 2003

Cite this

@article{0c290aa7d6214a6aba7f01f4b50c7b8f,
title = "Are Stock Prices Too Volatile and Returns Too High? A Reassessment of the Empirical Evidence Using a Dynamic Version of the CAPM",
author = "Black, {Angela J} and Patricia Fraser",
year = "2003",
language = "English",
journal = "ICFA Journal of Applied Finance",

}

TY - JOUR

T1 - Are Stock Prices Too Volatile and Returns Too High? A Reassessment of the Empirical Evidence Using a Dynamic Version of the CAPM

AU - Black, Angela J

AU - Fraser, Patricia

PY - 2003

Y1 - 2003

M3 - Article

JO - ICFA Journal of Applied Finance

JF - ICFA Journal of Applied Finance

ER -