Evaluating the specification errors of asset pricing models
Year of publication: |
2001
|
---|---|
Authors: | Hodrick, Robert J. ; Zhang, Xiaoyan |
Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 62.2001, 2, p. 327-376
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
High idiosyncratic volatility and low returns: International and further U.S. evidence
Ang, Andrew, (2009)
-
Aggregate Idiosyncratic Volatility
Bekaert, Geert, (2012)
-
Evaluating the specification errors of asset pricing models
Hodrick, Robert J., (2001)
- More ...