On the power of cross-sectional and multivariate tests of the CAPM
Year of publication: |
2009
|
---|---|
Authors: | Grauer, Robert R. ; Janmaat, Johannus A. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 33.2009, 5, p. 775-787
|
Subject: | CAPM |
-
Fundamental driver of fund style drift
Galloppo, Giuseppe, (2017)
-
Examining CAPM in Today's Markets
Knox, Dave, (2011)
-
Ki, YoungHa, (2011)
- More ...
-
Cross-sectional tests of the CAPM and Fama-French three-factor model
Grauer, Robert R., (2010)
-
On the power of cross-sectional and multivariate tests of the CAPM
Grauer, Robert R., (2009)
-
The unintended consequences of grouping in tests of asset pricing models
Grauer, Robert R., (2004)
- More ...