Market regimes, sectorial investments, and time-varying risk premiums

Author: Liu Peixin (Payton)   Xu Kuan   Zhao Yonggan  

Publisher: Emerald Group Publishing Ltd

ISSN: 1743-9132

Source: International Journal of Managerial Finance, Vol.7, Iss.2, 2011-04, pp. : 107-133

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Abstract