Asset pricing models with conditional betas and alphas
Subtitle: the effects of data snooping and spurious regression
By: Wayne E. Ferson, Sergei Sarkissian, Timothy Simin.
Contributors: Sarkissian, Sergei.; Simin, Timothy T.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 12658.; Working paper series (National Bureau of Economic Research) -- working paper no. 12658.
Publisher: National Bureau of Economic Research
Published: 2006
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 31
Subjects: Assets (Accounting) -- Prices -- Econometric models
Notes: "October 2006."

Includes bibliographical references (p. 25-30).

Also available in PDF from the NBER world wide web site (www.nber.org).