Testing linear factor models on individual stocks using the average F-test
Soosung Hwang and Stephen E. Satchell
| Year of publication: |
2014
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|---|---|
| Authors: | Hwang, Soosung ; Satchell, Stephen |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 20.2014, 4/6, p. 463-498
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| Subject: | F-test | linear factor model | average F-test | Theorie | Theory | CAPM | Portfolio-Management | Portfolio selection | Faktorenanalyse | Factor analysis | Statistischer Test | Statistical test |
| 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/10010461963