Subperiod aggregation and the power of multivariate tests of portfolio efficiency-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Subperiod aggregation and the power of multivariate tests of portfolio efficiency

Published:1987-12 Issue:2 Volume:19 Page:389-394
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Gibbons Michael R.,Shanken Jay

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference9 articles.

1. Theoretical statistics;Cox,1974

2. Statistical methods for research workers;Fisher,1932

3. A test of the efficiency of a given portfolio;Gibbons,1986

4. Multivariate tests of financial models: A new approach;Gibbons;Journal of Financial Economics,1982

Cited by 31 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. Power Shifts Track Serial Position and Modulate Encoding in Human Episodic Memory;Cerebral Cortex;2012-10-18

2. An Examination of the Day-of-The-Week Trading Patterns of Individual and Institutional Investors;SSRN Electronic Journal;2012

3. Testing Portfolio Efficiency and the CAPM in the KOSDAQ Market;Korean Journal of Financial Engineering;2010-12

4. Small trades and volatility increases after stock splits;International Review of Economics & Finance;2009-10

5. Anonymity, liquidity and fragmentation;Journal of Financial Markets;2009-08

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP