Open AccessPricing Error Reversal: A Diagnostic Test of Asset Pricing Models
Author(s) -
Ai He,
Songrun He,
Dashan Huang,
Guofu Zhou
Publication year - 2018
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3143752
Subject(s) - capital asset pricing model , consumption based capital asset pricing model , test (biology) , investment theory , arbitrage pricing theory , financial economics , rational pricing , economics , business , actuarial science , paleontology , biology
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