Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression
| Year of publication: |
2008
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|---|---|
| Authors: | Ferson, Wayne E. ; Sarkissian, Sergei ; Simin, Timothy |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 43.2008, 2, p. 331-354
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