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 journal › Article › peer-review

Original language	English
Pages (from-to)	771-798
Journal	Journal of Business Finance and Accounting
Volume	28
Issue number	5&6
Publication status	Published - 2001

Cite this

@article{f214d42cd0074151b01d734b7edf1606,

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

author = "Nicolaas Groenewold and P. Fraser",

year = "2001",

language = "English",

volume = "28",

pages = "771--798",

journal = "Journal of Business Finance & Accounting",

issn = "0306-686X",

publisher = "Wiley-Blackwell",

number = "5&6",

}

TY - JOUR

T1 - The Sensitivity of Tests of Asset Pricing Models to the IID-Normal Assumption: Contemporaneous Evidence from the US and UK Stock Markets

AU - Groenewold, Nicolaas

AU - Fraser, P.

PY - 2001

Y1 - 2001

M3 - Article

VL - 28

SP - 771

EP - 798

JO - Journal of Business Finance & Accounting

JF - Journal of Business Finance & Accounting

SN - 0306-686X

IS - 5&6

ER -