مرکز منطقه ای اطلاع رساني علوم و فناوري - Multifactor models do not explain deviations from the CAPM

Title of article :

Multifactor models do not explain deviations from the CAPM

Author/Authors :

A. Craig MacKinlay، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1995

Pages :

From page :

To page :

Keywords :

Data snooping , Market frictions , Multifactor models , Capital asset pricing model

Journal title :

Journal of Financial Economics

Serial Year :

1995

Journal title :

Journal of Financial Economics

Record number :

257172

Link To Document :