A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm-Reference-Cited by-同舟云学术

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A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm

Published:1983-06 Issue:3 Volume:38 Page:711-743
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

BROWN STEPHEN J.,WEINSTEIN MARK I.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference39 articles.

1. An Alternative Test of the Capital Asset Pricing Model.;Cheng;American Economic Review,1980

2. Conflict Among the Criteria Revisited: The W, LR and LM Tests,;Evans;Econometrica,1982

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