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dc.contributor.authorLimkriangkrai, M.
dc.contributor.authorDurand, Robert
dc.contributor.authorWatson, I.
dc.date.accessioned2017-01-30T10:38:05Z
dc.date.available2017-01-30T10:38:05Z
dc.date.created2014-11-19T01:13:16Z
dc.date.issued2009
dc.identifier.citationLimkriangkrai, M. and Durand, R. and Watson, I. 2009. A robustness test of asset pricing models using individual security returns. Applied Economics Letters. 16: pp. 629-637.
dc.identifier.urihttp://hdl.handle.net/20.500.11937/4309
dc.description.abstract

Tests of asset-pricing models typically form portfolios of stocks (based oncriteria such as market capitalization and book-to-market values). Thevalidity of this approach has been debated (see, for example, Berk, 2000).We consider a simple method of testing asset-pricing models using thereturns of individual securities and illustrate the approach in a test of therobustness of analyses reported by Durand et al. (2006) and Limkriangkraiet al. (2008).

dc.publisherRoutledge, Taylor and Francis Ltd
dc.relation.urihttp://web.ebscohost.com/ehost/pdfviewer/pdfviewer?sid=1e6634f3-c36f-415e-98ac-aa82261669da%40sessionmgr14&vid=2&hid=10
dc.titleA robustness test of asset pricing models using individual security returns
dc.typeJournal Article
dcterms.source.volume16
dcterms.source.startPage629
dcterms.source.endPage637
dcterms.source.issn13504851
dcterms.source.titleApplied Economics Letters
curtin.accessStatusFulltext not available


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