journal article Open Access Jan 01, 2015

Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation

Narasimhan Jegadeesh Joonki Noh Kuntara Pukthuanthong Richard Roll Junbo L. Wang

SSRN Electronic Journal · Elsevier BV

View at Publisher Save 10.2139/ssrn.2664332

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Published: Jan 01, 2015

Authors

Narasimhan Jegadeesh

Kuntara Pukthuanthong

Cite This Article

Narasimhan Jegadeesh, Joonki Noh, Kuntara Pukthuanthong, et al. (2015). Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation. SSRN Electronic Journal. https://doi.org/10.2139/ssrn.2664332

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