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Two-pass tests of asset pricing models with useless factors
Kan, Raymond; Zhang, Chu - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
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General tests of latent variable models and mean-variance spanning
Ferson, Wayne E. - In: The journal of finance : the journal of the American … 48 (1993) 1, pp. 131-156
Persistent link: https://www.econbiz.de/10001141547
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Nonnormalities and tests of asset pricing theories
Affleck-Graves, John F. - In: The journal of finance : the journal of the American … 44 (1989) 4, pp. 889-908
Persistent link: https://www.econbiz.de/10001072859
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A variance-ratio test of random walks in foreign exchange rates
Liu, Christina Y. - In: The journal of finance : the journal of the American … 46 (1991) 2, pp. 773-785
Persistent link: https://www.econbiz.de/10001108666
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Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 557-590
Persistent link: https://www.econbiz.de/10001222442
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The delisting bias in CRSP data
Shumway, Tyler - In: The journal of finance : the journal of the American … 52 (1997) 1, pp. 327-340
Persistent link: https://www.econbiz.de/10001217791
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The equity premium and structural breaks
Pástor, Ľuboš; Stambaugh, Robert F. - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1207-1239
Persistent link: https://www.econbiz.de/10001662218
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The delisting bias in CRSP's Nasdaq data and its implications for the size effect
Shumway, Tyler; Warther, Vincent A. - In: The journal of finance : the journal of the American … 54 (1999) 6, pp. 2361-2389
Persistent link: https://www.econbiz.de/10001496849