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

Journal of Financial and Quantitative Analysis 2008 / 06 Vol. 43; Iss. 2

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

Wayne E. Ferson, Sergei Sarkissian and Timothy Simin
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Volume:
43
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/27647352
Date:
June, 2008
File:
PDF, 2.24 MB
english, 2008
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