A skeptical appraisal of asset pricing tests

Journal of Financial Economics

Volumn 96, Issue 2, 2010, Pages 175-194

  Lewellen, Jonathan ^a   Nagel, Stefan ^b   Shanken, Jay ^c  

^a DARTMOUTH COLLEGE   (United States)

^b STANFORD UNIVERSITY   (United States)

^c EMORY UNIVERSITY   (United States)

Author keywords

Asset pricing; Cross sectional tests; Power

Indexed keywords

EID: 77951205998     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2009.09.001     Document Type: Article

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