GMM tests of stochastic discount factor models with useless factors
| Year of publication: |
1999
|
|---|---|
| Authors: | Kan, Raymond ; Zhang, Chu |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 54.1999, 1, p. 103-127
|
| Publisher: |
Elsevier |