Perverse timing or biased coefficients?

DOI10.1080/14697688.2012.745647zbMath1398.91496OpenAlexW1973807259MaRDI QIDQ4683004

Mercedes Alda, Luis Ferruz, María Vargas

Publication date: 19 September 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2012.745647

zbMATH Keywords

asset pricingbehavioral financecapital asset pricingasset managementapplied finance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

Cites Work

• Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables

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