Testing the ex ante relationship between asset and investment returns in Japan :
an application of the P-CAPM to the Japanese asset returns /
Naohiko Baba

APA Citation

Baba, N., Nihon Ginkō. Kinʼyū Kenkyūjo. (2000). Testing the ex ante relationship between asset and investment returns in Japan: an application of the P-CAPM to the Japanese asset returns. Tokyo, Japan: Institute for Monetary and Economic Studies, Bank of Japan.

MLA Citation

Baba, Naohiko, and Nihon Ginkō. Kinʼyū Kenkyūjo. Testing the Ex Ante Relationship Between Asset And Investment Returns In Japan: an Application of the P-CAPM to the Japanese Asset Returns. Tokyo, Japan: Institute for Monetary and Economic Studies, Bank of Japan, 2000.

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