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~isPartOf:"Journal of financial economics"
~language:"eng"
~person:"Roll, Richard"
~subject:"Estimation theory"
~type_genre:"Article in journal"
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Empirical tests of asset pricing models with individual assets : Resolving the errors-in-variables bias in risk premium estimation
Jegadeesh, Narasimhan
;
Noh, Joonki
;
Pukthuanthong, Kuntara
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 273-298
Persistent link: https://www.econbiz.de/10012165400
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