• Title of article

    Estimating and testing beta pricing models: Alternative methods and their performance in simulations

  • Author/Authors

    Jay Shanken، نويسنده , , Guofu Zhou، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    47
  • From page
    40
  • To page
    86
  • Keywords
    Specification test , Cross-sectional regression , Fama-MacBeth
  • Journal title
    Journal of Financial Economics
  • Serial Year
    2007
  • Journal title
    Journal of Financial Economics
  • Record number

    257909

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=257909