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~institution:"Institute for the Study of Labor (IZA)"
~person:"Yamagata, Takashi"
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Yamagata, Takashi
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Testing
CAPM with a Large Number of Assets
Pesaran, M. Hashem
;
Yamagata, Takashi
-
Institute for the Study of Labor (IZA)
-
2012
This paper is concerned with
testing
the time series implications of the capital asset pricing model (CAPM) due to …
Persistent link: https://www.econbiz.de/10010550527
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