A note on the estimation of asset pricing models using simple regression betas
Year of publication: |
2009
|
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Authors: | Kan, Raymond ; Robotti, Cesare |
Publisher: |
Atlanta, GA : Federal Reserve Bank of Atlanta |
Subject: | two-pass cross-sectional regressions | risk premia | model misspecification | simple regression betas | multivariate betas |
Series: | Working Paper ; 2009-12 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 59521150X [GVK] hdl:10419/70717 [Handle] |
Classification: | G12 - Asset Pricing |
Source: |
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