Testing the CAPM revisited

Journal of Empirical Finance

Volumn 16, Issue 5, 2009, Pages 721-733

  Ray, Surajit ^a   Savin, N E ^b   Tiwari, Ashish ^b  

^a MORGAN STANLEY   (United States)

^b UNIVERSITY OF IOWA   (United States)

Author keywords

Bartlett and Parzen kernels; CAPM; Heteroskedasticity and autocorrelation consistent estimators; Heteroskedasticity and autocorrelation robust tests

Indexed keywords

EID: 70349981428     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2009.07.006     Document Type: Article

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