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Spurious regressions in financial economics?
Ferson, Wayne E.
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Sarkissian, Sergei
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Simin, Timothy T.
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2002
Persistent link: https://www.econbiz.de/10001695917
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Asset pricing models with conditional betas and alphas : the effects of data snooping and spurious regression
Ferson, Wayne E.
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Sarkissian, Sergei
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Simin, Timothy T.
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2006
Persistent link: https://www.econbiz.de/10003389721
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