The Sensitivity of Tests of Asset Pricing Models to the IID-Normal Assumption: Contemporaneous Evidence from the US and UK Stock Markets
Nicolaas Groenewald, Patricia FraserVolume:
28
Year:
2001
Language:
english
Pages:
28
DOI:
10.1111/1468-5957.00393
File:
PDF, 148 KB
english, 2001