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Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 43 / Issue 2 / June 2008
- Published online by Cambridge University Press:
- 06 April 2009, pp. 331-353
- Print publication:
- June 2008
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- Article
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The Poor Predictive Performance of Asset Pricing Models
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 43 / Issue 2 / June 2008
- Published online by Cambridge University Press:
- 06 April 2009, pp. 355-380
- Print publication:
- June 2008
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- Article
- Export citation