On the power of cross-sectional and multivariate tests of the CAPM

Journal of Banking and Finance

Volumn 33, Issue 5, 2009, Pages 775-787

  Grauer, Robert R ^a   Janmaat, Johannus A ^b  

^a SIMON FRASER UNIVERSITY   (Canada)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Asset pricing; Econometric and statistical methods; Portfolio choice

Indexed keywords

EID: 60749088251     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2008.09.016     Document Type: Article

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