Two-pass estimation of risk premiums with multicollinear and near-invariant betas
| Year of publication: |
2013
|
|---|---|
| Authors: | Ahn, Seung C. ; Perez, M. Fabricio ; Gadarowski, Christopher |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 20.2013, p. 1-17
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