harding:08:explaining¶
BibTeX Entry:
@article{harding:08:explaining,
author = {Harding, Matthew C.},
doi = {10.1016/j.econlet.2007.06.001},
fjournal = {Economics Letters},
issn = {0165-1765},
journal = {Econom. Lett.},
mrclass = {62P05 (91B24)},
mrnumber = {2401243},
number = {1},
pages = {85--88},
title = {Explaining the single factor bias of arbitrage pricing models in finite samples},
url = {https://doi.org/10.1016/j.econlet.2007.06.001},
volume = {99},
year = {2008}
}