Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities

Mohammad Pesaran and Takashi Yamagata

ISER Discussion Paper from Institute of Social and Economic Research, The University of Osaka

Date: 2017-04
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.iser.osaka-u.ac.jp/static/resources/docs/dp/2017/DP0997.pdf

Related works:
Working Paper: Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities (2017)
Working Paper: Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities (2017)
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:dpr:wpaper:0997

Access Statistics for this paper

More papers in ISER Discussion Paper from Institute of Social and Economic Research, The University of Osaka Contact information at EDIRC.
Bibliographic data for series maintained by Librarian ().