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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The journal of financial research"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
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The journal of finance : the journal of the American Finance Association
The journal of financial research
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Monthly labor review : MLR
19
American journal of agricultural economics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
International economic review
5
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5
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5
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4
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2
Statistical science : a review journal of the Institute of Mathematical Statistics
2
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ECONIS (ZBW)
11
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1
Two-pass tests of asset pricing models with useless factors
Kan, Raymond
;
Zhang, Chu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
Saved in:
2
General tests of latent variable models and mean-variance spanning
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
1
,
pp. 131-156
Persistent link: https://www.econbiz.de/10001141547
Saved in:
3
Bootstrapping the number of factors in the arbitrage pricing theory
Chatterjee, Sangit
- In:
The journal of financial research
13
(
1990
)
1
,
pp. 15-21
Persistent link: https://www.econbiz.de/10001142876
Saved in:
4
Filter rule tests of the economic significance of serial dependencies in daily stock returns
Corrado, Charles Joseph
- In:
The journal of financial research
15
(
1992
)
4
,
pp. 369-387
Persistent link: https://www.econbiz.de/10001143836
Saved in:
5
Nonnormalities and tests of asset pricing theories
Affleck-Graves, John F.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
4
,
pp. 889-908
Persistent link: https://www.econbiz.de/10001072859
Saved in:
6
Variance bound tests of bond market efficiency
Huang, Chao-hsi
- In:
The journal of financial research
16
(
1993
)
2
,
pp. 89-106
Persistent link: https://www.econbiz.de/10001155675
Saved in:
7
A variance-ratio test of random walks in foreign exchange rates
Liu, Christina Y.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
2
,
pp. 773-785
Persistent link: https://www.econbiz.de/10001108666
Saved in:
8
Assessing specification errors in stochastic discount factor models
Hansen, Lars Peter
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 557-590
Persistent link: https://www.econbiz.de/10001222442
Saved in:
9
The delisting bias in CRSP data
Shumway, Tyler
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 327-340
Persistent link: https://www.econbiz.de/10001217791
Saved in:
10
The equity premium and structural breaks
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1207-1239
Persistent link: https://www.econbiz.de/10001662218
Saved in:
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