Evaluating the specification errors of asset pricing models
By: Robert J. Hodrick, Xiaoyan Zhang.
Contributors: Zhang, Xiaoyan.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 7661; Working paper series (National Bureau of Economic Research) -- working paper no. 7661.
Publisher: National Bureau of Economic Research
Published: 2000
Place of publication: Cambridge, MA
Language: eng
Number of pages: 36
Subjects: Capital assets pricing model -- Evaluation -- Econometric models.; Assets (Accounting) -- Prices -- Forecasting -- Econometric models.
Genres: Econometric models.
Other titles: Specification errors of asset pricing models.
Notes: "April 2000."

JEL no. G10, E21.

Includes bibliographical references (p. 35-36).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER world wide web site (www.nber.org).