Testing index-based models in UK stock returns
Year of publication: |
2015
|
---|---|
Authors: | Davies, J. R. ; Fletcher, Jonathan ; Marshall, Andrew P. |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 45.2015, 2, p. 337-362
|
Subject: | Index-based models | Cross-sectional R2 | Model misspecification | Kapitaleinkommen | Capital income | Schätzung | Estimation | Modellierung | Scientific modelling | Schätztheorie | Estimation theory | Börsenkurs | Share price |
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