مرکز منطقه ای اطلاع رساني علوم و فناوري - Estimating and testing beta pricing models: Alternative methods and their performance in simulations

Title of article :

Estimating and testing beta pricing models: Alternative methods and their performance in simulations

Author/Authors :

Jay Shanken، نويسنده , , Guofu Zhou، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

To page :

Keywords :

Specification test , Cross-sectional regression , Fama-MacBeth

Journal title :

Journal of Financial Economics

Serial Year :

2007

Journal title :

Journal of Financial Economics

Record number :

257909

Link To Document :