Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities (2024)
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1093/jjfinec/nbad002
Publication URI: http://dx.doi.org/10.1093/jjfinec/nbad002
Type: Journal Article/Review
Parent Publication: Journal of Financial Econometrics
Issue: 2
ISSN: 1479-8409