Nonparametric testing for anomaly effects in empirical asset pricing models
Sainan Jin; Liangjun Su; Yonghui Zhang
| Year of publication: |
2015
|
|---|---|
| Authors: | Jin, Sainan ; Su, Liangjun ; Zhang, Yonghui |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 48.2015, 1, p. 9-36
|
| Subject: | Anomaly effects | Asset pricing | CAPM | Common factors | EIV | Fama-French three-factor | Interactive fixed effects | Nonparametric panel data model | Sieve method | Specification test | Nichtparametrisches Verfahren | Nonparametric statistics | Panel | Panel study | Börsenkurs | Share price | Schätztheorie | Estimation theory | Kapitalmarkttheorie | Financial economics | Statistischer Test | Statistical test | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011285985