Open AccessNonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models
Author(s) -
Sainan Jin,
Liangjun Su,
Yonghui Zhang
Publication year - 2014
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2417582
Subject(s) - econometrics , capital asset pricing model , nonparametric statistics , anomaly (physics) , empirical research , financial economics , anomaly detection , actuarial science , economics , business , computer science , statistics , mathematics , data mining , physics , condensed matter physics
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