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Theoretical economics letters
Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Analysis of the effect of index futures on stock market with a new Fama-French 3-factor model
Bei, Xinyue
;
Yang, Yanjia
;
Li, Liuling
;
Mizrach, Bruce …
- In:
Theoretical economics letters
4
(
2014
)
9
,
pp. 748-759
Persistent link: https://www.econbiz.de/10010531254
Saved in:
2
Testing the CAPM theory based on a new model for Fama-French 25 portfolio returns
Li, Liuling
;
Gan, Quan
;
Zhuo, Ziyue
;
Mizrach, Bruce Marshall
- In:
Theoretical economics letters
4
(
2014
)
8
,
pp. 666-680
Persistent link: https://www.econbiz.de/10010531308
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