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Testing CAPM with a large number of assets
Pesaran, M. Hashem; Yamagata, Takashi - 2012
Persistent link: https://www.econbiz.de/10009580154
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Testing CAPM with a large number of assets
Pesaran, M. Hashem; Yamagata, Takashi - 2012
This paper is concerned with testing the time series implications of the capital asset pricing model (CAPM) due to Sharpe (1964) and Lintner (1965), when the number of securities, N, is large relative to the time dimension, T, of the return series. In the case of cross-sectionally correlated...
Persistent link: https://www.econbiz.de/10009535779
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Testing CAPM with a large number of assets
Pesaran, M. Hashem; Yamagata, Takashi - 2012
Persistent link: https://www.econbiz.de/10009535935
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Small sample adjustments for the J-test
Godfrey, L. G.; Godfrey, L.G.; Pesaran, M.H. - 1983
Persistent link: https://www.econbiz.de/10000012596
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Drowning or weathering the storm? : changes in family finances from 2007 to 2009
Bricker, Jesse; Bucks, Brian K.; Kennickell, Arthur B.; … - 2011
Persistent link: https://www.econbiz.de/10009009624
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Examining the impact of credit access on small firm survivability
Mach, Traci L.; Wolken, John D. - 2012
Persistent link: https://www.econbiz.de/10009546858
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Examining the impact of credit access on small firm survivability
Mach, Traci L.; Wolken, John D. - 2011
Persistent link: https://www.econbiz.de/10009406497
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Drowning or weathering the storm? : changes in family finances from 2007 to 2009
Bricker, Jesse; Bucks, Brian; Kennickell, Arthur B.; … - In: Measuring wealth and financial intermediation and their …, (pp. 323-348). 2015
Persistent link: https://www.econbiz.de/10010505940
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Surveying the aftermath of the storm : changes in family finances from 2007 to 2009
Bricker, Jesse; Bucks, Brian; Kennickell, Arthur B.; … - 2011
Persistent link: https://www.econbiz.de/10009405718
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Examining the impact of credit access on small firm survivability
Mach, Traci L.; Wolken, John D. - In: Small businesses in the aftermath of the crisis : …, (pp. 189-210). 2012
Persistent link: https://www.econbiz.de/10009583031