The unintended consequences of grouping in tests of asset pricing models
| Year of publication: |
2004
|
|---|---|
| Authors: | Grauer, Robert R. ; Janmaat, Johannus A. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 28.2004, 12, p. 2889-2914
|
| Publisher: |
Elsevier |