Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities

Pesaran, M. Hashem and Yamagata, Takashi orcid.org/0000-0001-5949-8833 (2023) Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities. Journal of Financial Econometrics. ISSN 1479-8409

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Item Type: Article
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© The Author(s) 2023

Dates:
  • Published (online): 10 February 2023
  • Accepted: 6 January 2023
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 11 Jan 2023 15:10
Last Modified: 02 Nov 2024 01:25
Published Version: https://doi.org/10.1093/jjfinec/nbad002
Status: Published online
Refereed: Yes
Identification Number: 10.1093/jjfinec/nbad002
Open Archives Initiative ID (OAI ID):

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Description: Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities

Licence: CC-BY 2.5

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