Spurious Regressions in Financial Economics?
Year of publication: |
2002-09
|
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Authors: | Ferson, Wayne ; Sarkissian, Sergei ; Simin, Timothy T. |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Ferson, Wayne, Timothy Simin, and Sergei Sarkissian. "Spurious regressions in Financial Economics?" Journal of Finance 58 (August 2003): 1393-1414. Number 9143 |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: |
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