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<section name="raw"> <SEQUENTIAL> <record key="001" att1="001" value="192752" att2="192752">001 192752</record> <field key="037" subkey="x">englisch</field> <field key="050" subkey="x">Aufsatz, Zeitschrift</field> <field key="076" subkey="">Ökonomie</field> <field key="079" subkey="y">http://dx.doi.org/10.1007/s00181-014-0846-2</field> <field key="079" subkey="z">Jin, Sainan - et al., Nonparametric testing for anomaly effects in empirical asset pricing models (pdf)</field> <field key="100" subkey="">Jin, Sainan</field> <field key="103" subkey="">School of Economics, Singapore Management University, Singapore</field> <field key="104" subkey="a">Su, Liangjun</field> <field key="107" subkey="">School of Economics, Singapore Management University, Singapore</field> <field key="108" subkey="a">Zhang, Yonghui</field> <field key="111" subkey="">School of Economics, Renmin University of China, Beijing</field> <field key="331" subkey="">Nonparametric testing for anomaly effects in empirical asset pricing models</field> <field key="542" subkey="">0377-7332</field> <field key="542" subkey="w">1435-8921</field> <field key="544" subkey="n">EE48.2015(1);2</field> <field key="590" subkey="">Empirical Economics, A Journal of the Institute for Advanced Studies, Vienna, Austria</field> <field key="596" subkey="a">48.2015, issue 1, 9 - 36</field> <field key="700" subkey="">C14</field> <field key="700" subkey="">C33</field> <field key="700" subkey="">C58</field> <field key="720" subkey="">Anomaly effects</field> <field key="720" subkey="">Asset pricing</field> <field key="720" subkey="">CAPM</field> <field key="720" subkey="">Common factors</field> <field key="720" subkey="">EIV</field> <field key="720" subkey="">Fama-French three-factor</field> <field key="720" subkey="">Interactive fixed effects</field> <field key="720" subkey="">Nonparametric panel data model</field> <field key="720" subkey="">Sieve method</field> <field key="720" subkey="">Specification test</field> </SEQUENTIAL> </section> Servertime: 0.812 sec | Clienttime:
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