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~isPartOf:"Applied financial economics"
~person:"Chou, Pin-huang"
~person:"Fry, Tim R. L."
~subject:"CAPM"
~subject:"Canada"
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Chou, Pin-huang
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Applied financial economics
Annals of economics and finance
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
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Tests of international asset pricing model with and without a riskless asset
Chou, Pin-huang
;
Lin, Mei-Chen
- In:
Applied financial economics
12
(
2002
)
12
,
pp. 873-883
Persistent link: https://www.econbiz.de/10001724710
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2
Alternative beta risk estimators in cases of extreme thin trading : Canadian evidence
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
; …
- In:
Applied financial economics
15
(
2005
)
18
,
pp. 1251-1258
Persistent link: https://www.econbiz.de/10003229088
Saved in:
3
Censoring and its impact on multivariate testing of the capital asset pricing model
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
; …
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 413-420
Persistent link: https://www.econbiz.de/10001971176
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