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Testing the CAPM revisited
Ray, Surajit; Savin, N. Eugene; Tiwari, Ashish - In: Journal of empirical finance 16 (2009) 5, pp. 721-733
Persistent link: https://www.econbiz.de/10003900383
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The performance of heteroskedasticity and autocorrelation robust tests : a Monte Carlo study with an application to the three-factor Fama-French asset-pricing model
Ray, Surajit; Savin, N. Eugene - In: Journal of applied econometrics 23 (2008) 1, pp. 91-109
Persistent link: https://www.econbiz.de/10003682851