A skeptical appraisal of asset pricing tests☆

• 1 May 2010
• journal article
• Published by Elsevier in Journal of Financial Economics
• Vol. 96  (2) , 175-194
• https://doi.org/10.1016/j.jfineco.2009.09.001

Abstract

Keywords

• G12
• ASSET PRICING
• CROSS-SECTIONAL TESTS
• POWER

All Related Versions

• Version 1, 2006-01-01, RePEc (Unconfirmed version)