Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence

DOI10.1016/j.jeconom.2020.07.018OpenAlexW3020860521MaRDI QIDQ2116326

Could not fetch data.

Publication date: 16 March 2022

Published in: (Search for Journal in Brave)

Full work available at URL: http://www2.ku.edu/~kuwpaper/2020Papers/202009.pdf

zbMATH Keywords

Could not fetch data.

Mathematics Subject Classification ID

Could not fetch data.