2010-09-01
Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions
Publication
Publication
Journal of Empirical Finance , Volume 17 - Issue 4 p. 763- 782
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doi.org/10.1016/j.jempfin.2010.03.001 | |
Journal of Empirical Finance | |
Organisation | Department of Economics |
Beaulieu, M.-C. (Marie-Claude), Dufour, J.-M. (Jean-Marie), & Khalaf, L. (2010). Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions. Journal of Empirical Finance, 17(4), 763–782. doi:10.1016/j.jempfin.2010.03.001
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