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Factor Model Comparisons with Conditioning Information
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- Journal:
- Journal of Financial and Quantitative Analysis , First View
- Published online by Cambridge University Press:
- 29 January 2024, pp. 1-26
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Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 43 / Issue 2 / June 2008
- Published online by Cambridge University Press:
- 06 April 2009, pp. 331-353
- Print publication:
- June 2008
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Expectations of Real Interest Rates and Aggregate Consumption: Empirical Tests
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 18 / Issue 4 / December 1983
- Published online by Cambridge University Press:
- 01 December 2009, pp. 477-497
- Print publication:
- December 1983
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