Arbitrage and the Evaluation of Linear Factor Models in UK Stock Returns
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- Anderson, Keith & Brooks, Chris, 2014.
"Speculative bubbles and the cross-sectional variation in stock returns,"
International Review of Financial Analysis,
Elsevier, vol. 35(C), pages 20-31.
- Chris Brooks & Keith Anderson, 2012. "Speculative Bubbles and the Cross-Sectional Variation in Stock Returns," ICMA Centre Discussion Papers in Finance icma-dp2013-01, Henley Business School, Reading University, revised Nov 2013.
- Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2010. "On the Hansen-Jagannathan distance with a no-arbitrage constraint," FRB Atlanta Working Paper 2010-04, Federal Reserve Bank of Atlanta.
- Fletcher, Jonathan, 2014. "Benchmark models of expected returns in U.K. portfolio performance: An empirical investigation," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 30-46.
- J. Davies & Jonathan Fletcher & Andrew Marshall, 2015. "Testing index-based models in U.K. stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 45(2), pages 337-362, August.
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