Using Expectations to Test Asset Pricing Models

Topics:
Investment and Capital Markets
Tags:
Asset,
Asset Management,
Asset Pricing,
Business Operations,
Operational Planning,
University Of Michigan
Source:
University of Michigan

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Overview: This paper employs analysts' expected rates of return and provides evidence on the relation between these expectations and firm attributes. The assumption that these expectations are unbiased estimates of market-wide expected rates of return allows circumventing the use of realized rates of return and providing evidence on the predictions emanating from traditional asset pricing models.

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Format: PDF | Size: 639KB | Date: May 2004 | Pages: 47

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