Conflicting Effects of Market Volatility on the Power of Two-Pass OLS Test of the CAPM: A Simulation Analysis
By: Sandun Fernando and PD Nimal
Open Access
|Feb 2014DOI: https://doi.org/10.4038/kjm.v2i1.6542 | Journal eISSN: 2448-9298
Language: English
Page range: 18 - 38
Published on: Feb 5, 2014
Published by: Faculty of Commerce and Management Studies University of Kelaniya
In partnership with: Paradigm Publishing Services
© 2014 Sandun Fernando, PD Nimal, published by Faculty of Commerce and Management Studies University of Kelaniya
This work is licensed under the Creative Commons License.