Testing index-based models in UK stock returns
J. Richard Davies; Jonathan Fletcher; Andrew Marshall
| Year of publication: |
2015
|
|---|---|
| Authors: | Davies, J. R. ; Fletcher, Jonathan ; Marshall, Andrew P. |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 45.2015, 2, p. 337-362
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| Subject: | Index-based models | Cross-sectional R2 | Model misspecification | Kapitaleinkommen | Capital income | Modellierung | Scientific modelling | CAPM | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Börsenkurs | Share price |
| 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://www.econbiz.de/10011333109