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Specification Tests Of A Market Model Of Asia‐Pacific Stock Returns: Thailand And Hong Kong

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  • CHI‐Keung Woo
  • Aaron Lai
  • Yan‐Leung Cheung

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  • CHI‐Keung Woo & Aaron Lai & Yan‐Leung Cheung, 1995. "Specification Tests Of A Market Model Of Asia‐Pacific Stock Returns: Thailand And Hong Kong," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 22(3), pages 363-375, April.
    • Handle: RePEc:bla:jbfnac:v:22:y:1995:i:3:p:363-375
    DOI: 10.1111/j.1468-5957.1995.tb00879.x
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    References listed on IDEAS

    as
    1. Tinic, Seha M. & West, Richard R., 1984. "Risk and return : Janaury vs. the rest of the year," Journal of Financial Economics, Elsevier, vol. 13(4), pages 561-574, December.
    2. Davidson, Russell & MacKinnon, James G, 1981. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Econometrica, Econometric Society, vol. 49(3), pages 781-793, May.
    3. MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
    4. Fisher, Gordon R. & McAleer, Michael, 1981. "Alternative procedures and associated tests of significance for non-nested hypotheses," Journal of Econometrics, Elsevier, vol. 16(1), pages 103-119, May.
    5. Fang, Zhenmin & Woo, Chi-Keung, 1991. "Two-factor model for bond selection," Economics Letters, Elsevier, vol. 37(4), pages 417-421, December.
    6. Fama, Eugene F & MacBeth, James D, 1973. "Risk, Return, and Equilibrium: Empirical Tests," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 607-636, May-June.
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