Specification errors of asset-pricing models for a market characterized by few large capitalization firms
Nader Shahzad Virk, Hilal Anwar Butt
| Year of publication: |
January 2016
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|---|---|
| Authors: | Virk, Nader Shahzad ; Butt, Hilal Anwar |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 40.2016, 1, p. 68-84
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| Subject: | specification errors | Unconditional CAPM | Scaling variables | SDF | Hansen and Jagannathan (1997) distance | Macro variables | CAPM | Modellierung | Scientific modelling | Schätzung | Estimation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-014-9297-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011589943