Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions
| Year of publication: |
2010
|
|---|---|
| Authors: | Beaulieu, Marie-Claude ; Dufour, Jean-Marie ; Khalaf, Lynda |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 17.2010, 4, p. 763-783
|