Matches in SemOpenAlex for { <https://semopenalex.org/work/W4243310590> ?p ?o ?g. }
Showing items 1 to 75 of
75
with 100 items per page.
- W4243310590 endingPage "711" @default.
- W4243310590 startingPage "711" @default.
- W4243310590 abstract "We propose a new approach to estimating and testing asset pricing models in the context of a bilinear paradigm introduced by Kruskal 18. This approach is both simple and at the same time quite general. As an illustration we apply it to the special case of the arbitrage pricing model where the number of factors is pre-specified. The data appear to be generally in conflict with a five or seven factor representation of the model used by Roll and Ross 30. When we consider the number of replications of our test and the large number of observations on which it is performed, the frequency with which we reject the three factor APM does not lead us to conclude that this model is unrepresentative of security returns. Further, the rejection of the five and seven factor versions is to be expected if the three factor version is correct. The paradigm gives insight into the appropriate specification of the model and suggests that there may be a small number of economy wide factors that affect security returns." @default.
- W4243310590 created "2022-05-12" @default.
- W4243310590 creator A5006383263 @default.
- W4243310590 creator A5085811060 @default.
- W4243310590 date "1983-06-01" @default.
- W4243310590 modified "2023-09-24" @default.
- W4243310590 title "A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm" @default.
- W4243310590 doi "https://doi.org/10.2307/2328078" @default.
- W4243310590 hasPublicationYear "1983" @default.
- W4243310590 type Work @default.
- W4243310590 citedByCount "22" @default.
- W4243310590 countsByYear W42433105902019 @default.
- W4243310590 crossrefType "journal-article" @default.
- W4243310590 hasAuthorship W4243310590A5006383263 @default.
- W4243310590 hasAuthorship W4243310590A5085811060 @default.
- W4243310590 hasConcept C142450864 @default.
- W4243310590 hasConcept C144237770 @default.
- W4243310590 hasConcept C149782125 @default.
- W4243310590 hasConcept C162118730 @default.
- W4243310590 hasConcept C162324750 @default.
- W4243310590 hasConcept C166957645 @default.
- W4243310590 hasConcept C17744445 @default.
- W4243310590 hasConcept C181236170 @default.
- W4243310590 hasConcept C199360897 @default.
- W4243310590 hasConcept C199539241 @default.
- W4243310590 hasConcept C205203396 @default.
- W4243310590 hasConcept C205649164 @default.
- W4243310590 hasConcept C2776359362 @default.
- W4243310590 hasConcept C2779343474 @default.
- W4243310590 hasConcept C2781039887 @default.
- W4243310590 hasConcept C31972630 @default.
- W4243310590 hasConcept C38652104 @default.
- W4243310590 hasConcept C41008148 @default.
- W4243310590 hasConcept C76178495 @default.
- W4243310590 hasConcept C94625758 @default.
- W4243310590 hasConceptScore W4243310590C142450864 @default.
- W4243310590 hasConceptScore W4243310590C144237770 @default.
- W4243310590 hasConceptScore W4243310590C149782125 @default.
- W4243310590 hasConceptScore W4243310590C162118730 @default.
- W4243310590 hasConceptScore W4243310590C162324750 @default.
- W4243310590 hasConceptScore W4243310590C166957645 @default.
- W4243310590 hasConceptScore W4243310590C17744445 @default.
- W4243310590 hasConceptScore W4243310590C181236170 @default.
- W4243310590 hasConceptScore W4243310590C199360897 @default.
- W4243310590 hasConceptScore W4243310590C199539241 @default.
- W4243310590 hasConceptScore W4243310590C205203396 @default.
- W4243310590 hasConceptScore W4243310590C205649164 @default.
- W4243310590 hasConceptScore W4243310590C2776359362 @default.
- W4243310590 hasConceptScore W4243310590C2779343474 @default.
- W4243310590 hasConceptScore W4243310590C2781039887 @default.
- W4243310590 hasConceptScore W4243310590C31972630 @default.
- W4243310590 hasConceptScore W4243310590C38652104 @default.
- W4243310590 hasConceptScore W4243310590C41008148 @default.
- W4243310590 hasConceptScore W4243310590C76178495 @default.
- W4243310590 hasConceptScore W4243310590C94625758 @default.
- W4243310590 hasIssue "3" @default.
- W4243310590 hasLocation W42433105901 @default.
- W4243310590 hasOpenAccess W4243310590 @default.
- W4243310590 hasPrimaryLocation W42433105901 @default.
- W4243310590 hasRelatedWork W1489309910 @default.
- W4243310590 hasRelatedWork W1561332484 @default.
- W4243310590 hasRelatedWork W2033356392 @default.
- W4243310590 hasRelatedWork W2135074675 @default.
- W4243310590 hasRelatedWork W2169203802 @default.
- W4243310590 hasRelatedWork W2384623692 @default.
- W4243310590 hasRelatedWork W2601663569 @default.
- W4243310590 hasRelatedWork W2954484738 @default.
- W4243310590 hasRelatedWork W3143565726 @default.
- W4243310590 hasRelatedWork W4230186160 @default.
- W4243310590 hasVolume "38" @default.
- W4243310590 isParatext "false" @default.
- W4243310590 isRetracted "false" @default.
- W4243310590 workType "article" @default.