Capital asset pricing models revisited: Evidence from errors in variables
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- J. Ginger Meng & Gang Hu & Jushan Bai, 2011.
"Olive: A Simple Method For Estimating Betas When Factors Are Measured With Error,"
Journal of Financial Research,
Southern Finance Association;Southwestern Finance Association, vol. 34(1), pages 27-60, March.
- Meng, Ginger & Hu, Gang & Bai, Jushan, 2007. "Olive: a simple method for estimating betas when factors are measured with error," MPRA Paper 33183, University Library of Munich, Germany.
- James Schmidt & Hoa Tran, 2014. "The SHAC estimator in panel data with group-specific spatial lags," Letters in Spatial and Resource Sciences, Springer, vol. 7(2), pages 61-71, July.
- Francois-Éric Racicot, 2011. "Low-frequency components and the Weekend effect revisited: Evidence from Spectral Analysis," RePAd Working Paper Series UQO-DSA-wp052011, Département des sciences administratives, UQO.
- Christian Calmès & Denis Cormier & Francois Éric Racicot & Raymond Théoret, 2012. "Firms' Accruals and Tobin’s q," RePAd Working Paper Series UQO-DSA-wp032012, Département des sciences administratives, UQO.
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