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| Author: | Paiella, M. |
| Title: | Heterogeneity in financial market participation: appraising its implications for the C-CAPM |
| Journal: | Review of finance
2004 : VOL. 8:3, p. 445-480 |
| Index terms: | Capital asset pricing Finance Financial markets |
| Language: | eng |
| Abstract: | This article uses the U.S. Consumer Expenditure Survey as a common testing ground to examine the importance of heterogeneity in financial market participation in evaluating the empirical performance of the Consumption-based Capital Asset Pricing Model(C-CAPM). |
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