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MODELING PORTFOLIO RETURNS ON BUCHAREST STOCK EXCHANGE USING THE FAMA-FRENCH MULTIFACTOR MODEL
ANGHEL, Andrei
;
DUMITRESCU, Dalina
;
TUDOR, Cristiana
- In:
Journal for Economic Forecasting
(
2015
)
1
,
pp. 22-46
hypothesis that pricing errors are jointly equal to 0 cannot be rejected by the
GRS
test
statistics on the regressions intercepts …
Persistent link: https://www.econbiz.de/10011265553
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