Asset Pricing Anomalies and Time-Varying Betas: A New Specification Test for Conditional Factor Models-Reference-Cited by-同舟云学术

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Asset Pricing Anomalies and Time-Varying Betas: A New Specification Test for Conditional Factor Models

Published:2006 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Basu Devraj,Stremme Alexander

Publisher

Elsevier BV

Reference32 articles.

1. Asset Pricing Models and Financial Market Anomalies

2. Nonstationarity in Expected Returns: Implications for Tests of Market Efficiency and Serial Correlations in Returns;R Ball;Journal of Financial Economics,1989

3. Optimal Investment, Growth Options, and Security Returns;J Berk;Journal of Finance,1999

4. Linear Approximations and Tests of Conditional Pricing Models

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Global Price of Market Risk and Country Inflation;SSRN Electronic Journal;2009

2. Understanding Portfolio Efficiency with Conditioning Information;SSRN Electronic Journal;2009

3. Arbitrage Bounds and UK Unit Trust Performance;Journal of Business Finance & Accounting;2008-04

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