The sensitivity of tests of asset pricing models to the iid-normal assumption : contemporaneous evidence from the US and UK stock markets
by Nicolaas Groenewold and Patricia Fraser
| Year of publication: |
2000
|
|---|---|
| Authors: | Groenewold, Nicolaas ; Fraser, Patricia |
| Publisher: |
Nedlands, Western Australia |
| Subject: | CAPM | Statistischer Test | Statistical test | Großbritannien | United Kingdom | USA | United States | 1973-1998 |
| Extent: | 31, 11, [1] S |
|---|---|
| Series: | Discussion paper / Department of Economics, The University of Western Australia. - Crawley, WA, ISSN 0811-6067, ZDB-ID 2116027-2. - Vol. 00,06 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001467392