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~institution:"Department of Econometrics and Business Statistics, Monash Business School"
~subject:"Multivariate Test"
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Multivariate Test
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Emerging Markets
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Department of Econometrics and Business Statistics, Monash Business School
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Multivariate tests of asset pricing: Simulation evidence from an emerging market
Iqbal, Javed
;
Brooks, Robert
;
Galagedera, Don U.A.
-
Department of Econometrics and Business Statistics, …
-
2008
-beta
CAPM
. However the low power of the multivariate tests warrants a careful interpretation of the results. …
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