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The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors

The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors

Irina Murtazashvili; Nadia Vozlyublennaia

作者Irina Murtazashvili; Nadia Vozlyublennaia
卷第36卷
期第4期
印刷ISSN0378-4266
文件大小332.31KB
发表时间2012
DOI10.1016/j.jbankfin.2011.10.018

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