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An examination of the power of Univariate tests of the CAPM: A simulation approach

✍ Scribed by J.F. Affleck-Graves; D.J. Bradfield

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the power of cross-sectional and mult

✍ Robert R. Grauer; Johannus A. Janmaat 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 772 KB

Multivariate tests of the capm under het

✍ Ronald L. Moy; Ahyee Lee; Thomas P. Chen 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 470 KB

Testing the conditional CAPM and the eff

✍ Timothy J Brailsford; Robert W Faff 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 75 KB

A test of the intertemporal CAPM in the

✍ Robert Faff; Howard Chan 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 125 KB

Hotelling Confronts CAPM: A Test of the

✍ Margaret E. Slade and Henry Thille 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 509 KB

The Foundations of Statistics: A Simulat

✍ Vasishth, Shravan; Broe, Michael 📂 Article 📅 2010 🏛 Springer Berlin Heidelberg ⚖ 451 KB