EVALUATING EMPIRICAL TESTS OF ASSET PRICING-MODELS - ALTERNATIVE INTERPRETATIONS

被引：0

|

作者：

CECCHETTI, SG

MARK, NC

机构：

来源：

AMERICAN ECONOMIC REVIEW | 1990年 / 80卷 / 02期

关键词：

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：48 / 51

页数：4

相关论文

共 50 条

[41] Evaluating asset pricing models in the Korean stock market
Kim, Soon-Ho
Kim, Dongcheol
Shin, Hyun-Soo
[J]. PACIFIC-BASIN FINANCE JOURNAL, 2012, 20 (02) : 198 - 227
[42] The unintended consequences of grouping in tests of asset pricing models
Grauer, RR
Janmaat, JA
[J]. JOURNAL OF BANKING & FINANCE, 2004, 28 (12) : 2889 - 2914
[43] Return distributions and improved tests of asset pricing models
Vorkink, K
[J]. REVIEW OF FINANCIAL STUDIES, 2003, 16 (03): : 845 - 874
[44] Critique of Traditional Statistical Tests in Asset Pricing Models
Lin, Hai
[J]. INNOVATIVE TECHNIQUES IN INSTRUCTION TECHNOLOGY, E-LEARNING, E-ASSESSMENT AND EDUCATION, 2008, : 171 - 174
[45] MULTIVARIATE TESTS OF ASSET PRICING - THE COMPARATIVE POWER OF ALTERNATIVE STATISTICS
AFFLECKGRAVES, J
MCDONALD, B
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1990, 25 (02) : 163 - 185
[46] E-V AND E-S CAPITAL ASSET PRICING MODELS - SOME EMPIRICAL TESTS
JAHANKHANI, A
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1976, 11 (04) : 513 - 528
[47] Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims
Wang, Zhenyu
Zhang, Xiaoyan
[J]. JOURNAL OF EMPIRICAL FINANCE, 2012, 19 (01) : 65 - 78
[48] Empirical performance of alternative option pricing models
Bakshi, G
Cao, C
Chen, ZW
[J]. JOURNAL OF FINANCE, 1997, 52 (05): : 2003 - 2049
[49] Empirical tests on the liquidity-adjusted capital asset pricing model
Van Vu
Chai, Daniel
Viet Do
[J]. PACIFIC-BASIN FINANCE JOURNAL, 2015, 35 : 73 - 89
[50] Nonparametric testing for anomaly effects in empirical asset pricing models
Sainan Jin
Liangjun Su
Yonghui Zhang
[J]. Empirical Economics, 2015, 48 : 9 - 36

← 1 2 3 4 5 →