On the power of cross-sectional and multivariate tests of the CAPM
Year of publication: |
2009
|
---|---|
Authors: | Grauer, Robert R. ; Janmaat, Johannus A. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 33.2009, 5, p. 775-787
|
Subject: | CAPM |
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