Cross-sectional tests of the CAPM and Fama-French three-factor model

Journal of Banking and Finance

Volumn 34, Issue 2, 2010, Pages 457-470

  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

Indexed keywords

EID: 70449528774     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2009.08.011     Document Type: Article

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