An examination of the power of univariate tests of the CAPM : a simulation approach
Year of publication: |
1993
|
---|---|
Authors: | Affleck-Graves, John F. |
Other Persons: | Bradfield, D. J. (contributor) |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 45.1993, 1, p. 17-33
|
Subject: | CAPM | Statistische Methodenlehre | Statistical theory | Simulation | Theorie | Theory | USA | United States | 1935-1968 |
-
Bayesian inference and portfolio efficiency
Kandel, Shmuel, (1993)
-
Boudoukh, Jacob, (1993)
-
A Bayesian approach to modeling stock return volatility for option valuation
Karolyi, G. Andrew, (1993)
- More ...
-
Underperformance in long-run stock returns following seasoned equity offerings
Spiess, D. Katherine, (1995)
-
The relation between the value line enigma and post-earnings-announcement drift
Affleck-Graves, John F., (1992)
-
Regulatory and procedural effects on the underpricing of initial public of offerings
Affleck-Graves, John F., (1989)
- More ...