*I want to thank Tom Smith, Tim Brailsford, Guo Hui, Michael Lemmon (editor), Hong Yongmiao, Jiang Yan-Fei, Sam Richie, two anonymous referees and participants of 2009 Asian Finance Association annual conference (Brisbane) for helpful comments. The usual disclaimer applies.
Market Price of Risk: A Comparison among the United States, United Kingdom, Australia and Japan*
Version of Record online: 2 DEC 2009
© 2009 The Authors. Journal compilation © International Review of Finance Ltd. 2009
International Review of Finance
Volume 9, Issue 4, pages 405–429, December 2009
How to Cite
WANG, K. (2009), Market Price of Risk: A Comparison among the United States, United Kingdom, Australia and Japan. International Review of Finance, 9: 405–429. doi: 10.1111/j.1468-2443.2009.01098.x
- Issue online: 2 DEC 2009
- Version of Record online: 2 DEC 2009
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