Asset Pricing Anomalies and Time-varying Betas: A New Specification Test for Conditional Factor Models
| Year of publication: |
2006
|
|---|---|
| Authors: | Basu, Devraj ; Stremme, Alexander |
| Institutions: | Financial Econometrics Research Centre, Warwick Business School |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010823389