Testing the CAPM with broader market indexes: A problem of mean-deficiency

Robert Stambaugh

Journal of Banking & Finance, 1983, vol. 7, issue 1, 5-16

Date: 1983
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0378-4266(83)90052-3
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency
Working Paper: Testing the CAPM with Broader Market Indexes: A Problem of Mean-Deficiency
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:7:y:1983:i:1:p:5-16

Access Statistics for this article

Journal of Banking & Finance is currently edited by Ike Mathur

More articles in Journal of Banking & Finance from Elsevier
Bibliographic data for series maintained by Catherine Liu ().