The CAPM is Not Dead: It Works Better for Average Daily Returns | IntechOpen
Misunderstanding risk and return? | Cairn.info
Marvin Shanken, His Cave and Lots of Stories - WSJ
Fama and MacBeth regression with Shanken correction using asreg - Stata.Professor : Your Partner in Research %
Shanken Asset Pricing - Policy Tensor
Application of Shanken's (1992) Correction to Conduct Fama-MacBeth Tests for Asset Pricing - Regression
regression - Implementation of Shanken (1992) Adjustement for Fama MacBeth Asset Pricing Tests - Cross Validated
The Archived Canadian Patent Competitive Intelligence (2013/8/13) ( correction) | PPT
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PDF] ESTIMATION OF VECTOR ERROR CORRECTION MODEL WITH GARCH ERRORS: MONTE CARLO SIMULATION AND APPLICATIONS | Semantic Scholar
Correction to: Anesthetic technique and cancer outcomes: a meta-analysis of total intravenous versus volatile anesthesia | Canadian Journal of Anesthesia/Journal canadien d'anesthésie
Second-Pass Regression with a Constant | Download Table
Application of Shanken's (1992) Correction to Conduct Fama-MacBeth Tests for Asset Pricing - Regression
Mathematics | Free Full-Text | The Gibbons, Ross, and Shanken Test for Portfolio Efficiency: A Note Based on Its Trigonometric Properties
Shanken(1992) correction - MATLAB Answers - MATLAB Central
Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying | Journal of Political Economy: Vol 109, No 6
PDF) On the Estimation of Beta-Pricing Models
A skeptical appraisal of asset pricing tests - ScienceDirect
Average risk premium | Download Table
![PDF] ESTIMATION OF VECTOR ERROR CORRECTION MODEL WITH GARCH ERRORS: MONTE CARLO SIMULATION AND APPLICATIONS | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/0e7858162a18d523bee08b47f62a31f2f12afae6/42-Table1-1.png "PDF] ESTIMATION OF VECTOR ERROR CORRECTION MODEL WITH GARCH ERRORS: MONTE CARLO SIMULATION AND APPLICATIONS | Semantic Scholar")
PDF] ESTIMATION OF VECTOR ERROR CORRECTION MODEL WITH GARCH ERRORS: MONTE CARLO SIMULATION AND APPLICATIONS | Semantic Scholar
Application of Shanken's (1992) Correction to Conduct Fama-MacBeth Tests for Asset Pricing - Regression
Mathematics | Free Full-Text | The Gibbons, Ross, and Shanken Test for Portfolio Efficiency: A Note Based on Its Trigonometric Properties
Shanken Asset Pricing - Policy Tensor
Shanken-corrected Fama MacBeth Regressions - YouTube
