Author:
Arteaga-Molina Luis Antonio,Rodriguez-Poo Juan Manuel
Reference90 articles.
1. Asset pricing with liquidity risk;V V Acharya;Journal of financial Economics,2005
2. Time-varying betas help in asset pricing: the threshold capm;L Akdeniz;Studies in Nonlinear Dynamics & Econometrics,2003
3. Statistical estimation for capm with long-memory dependence;T Amano;Advances in Decision Sciences,2012
4. Capm over the long run: 1926-2001;A Ang;Journal of Empirical Finance,2007
5. Testing conditional factor models;A Ang;Journal of Financial Economics,2012