The Sensitivity of Tests of Asset Pricing Models to the IID-Normal Assumption: Contemporaneous Evidence from the US and UK Stock Markets

Research output: Contribution to journalArticle

3 Citations (Scopus)
Original languageEnglish
Pages (from-to)771-798
JournalJournal of Business Finance and Accounting
Volume28
Issue number5&6
Publication statusPublished - 2001

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