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Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology
File(s)
Author(s)
KAN, RAYMOND
ROBOTTI, CESARE
SHANKEN, JAY
Type
Journal Article
Date Issued
2013-02
Citation
The Journal of Finance, 2013, n/a, pp.n/a-
URI
DOI
ISSN
0022-1082
Publisher
WILEY-BLACKWELL
Start Page
n/a
End Page
2649
Journal / Book Title
The Journal of Finance
Volume
n/a
Issue
6
Copyright Statement
This is the peer reviewed version of the following article: KAN, R., ROBOTTI, C. and SHANKEN, J. (2013), Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology. The Journal of Finance, 68: 2617–2649, which has been published in final form at http://dx.doi.org/10.1111/jofi.12035. This article may be used for non-commercial purposes in accordance With Wiley Terms and Conditions for self-archiving.
License URL
Identifier
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000326962800011&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Publication Status
Published