On the exclusion of assets from tests of the two-parameter model : A sensitivity analysis
| Year of publication: |
1982
|
|---|---|
| Authors: | Stambaugh, Robert F. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 10.1982, 3, p. 237-268
|
| Publisher: |
Elsevier |