Jagannathan, R., & Wang, Z. (2001). Empirical evaluation of asset pricing models: A comparison of the SDF and beta methods. National Bureau of Economic Research.
Chicago Style (17th ed.) CitationJagannathan, Ravi, and Zhenyu Wang. Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods. Cambridge, MA: National Bureau of Economic Research, 2001.
MLA (9th ed.) CitationJagannathan, Ravi, and Zhenyu Wang. Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods. National Bureau of Economic Research, 2001.
Warning: These citations may not always be 100% accurate.