School of Economics

Takashi Yamagata (University of York)

Location
C43 Sir Clive Granger
Date(s)
Thursday 8th March 2018 (16:00-17:30)
Description

Testing for alpha in linear factor pricing models with a large number of securities (with Hashem Pesaran)

Link to paper

 

School of Economics

Sir Clive Granger Building
University of Nottingham
University Park
Nottingham, NG7 2RD

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