An empirical investigation of the consumption based Capital Asset Pricing Model using a modified variance-ratio test

2001 ◽  
Vol 25 (1) ◽  
pp. 1-22
Author(s):  
Petr Zemčík
Keyword(s):  
Asset Pricing ◽  
Empirical Investigation ◽  
Capital Asset Pricing Model ◽  
Capital Asset Pricing ◽  
Ratio Test ◽  
Variance Ratio ◽  
Pricing Model ◽  
Capital Asset ◽  
Asset Pricing Model ◽  
Variance Ratio Test
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