On the Spurious Correlation Between Sample Betas and Mean Returns (Q5363205)
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scientific article; zbMATH DE number 6786538
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Spurious Correlation Between Sample Betas and Mean Returns |
scientific article; zbMATH DE number 6786538 |
Statements
On the Spurious Correlation Between Sample Betas and Mean Returns (English)
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5 October 2017
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beta
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spurious correlation
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asset pricing
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CAPM
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