Asset Pricing Models with Conditional Betas and Alphas: The...

Journal of Financial and Quantitative Analysis 2008 / 6 Vol. 43; Iss. 2

Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression

Ferson, Wayne E., Sarkissian, Sergei, Simin, Timothy
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Volume:
43
Language:
english
Journal:
Journal of Financial and Quantitative Analysis
DOI:
10.1017/s0022109000003549
Date:
June, 2008
File:
PDF, 282 KB
english, 2008
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