Empirical tests of asset pricing models with individual assets : Resolving the errors-in-variables bias in risk premium estimation

Narasimhan Jegadeesh, Joonki Noh, Kuntara Pukthuanthong, Richard Roll, Junbo Wang

Year of publication:	2019
Authors:	Jegadeesh, Narasimhan ; Noh, Joonki ; Kuntara Pukthuanthong ; Roll, Richard ; Wang, Junbo
Published in:	Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 133.2019, 2, p. 273-298
Subject:	Asset pricing models \| Errors-in-variables bias \| Individual stocks \| Instrumental variables \| Risk premium estimation \| Risikoprämie \| Risk premium \| CAPM \| Schätztheorie \| Estimation theory \| Schätzung \| Estimation \| Systematischer Fehler \| Bias

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