%0 Journal Article %1 Shanken2007 %A Shanken, Jay %A Zhou, Guofu %D 2007 %J Journal of Financial Economics %K Cross-sectional regression %N 1 %P 40--86 %T Estimating and testing beta pricing models: Alternative methods and their performance in simulations %U http://www.sciencedirect.com/science/article/B6VBX-4MR1P6F-2/1/167ee19439309957117e796fe7b23956 %V 84

@article{Shanken2007, added-at = {2008-04-22T15:17:45.000+0200}, author = {Shanken, Jay and Zhou, Guofu}, biburl = {https://www.bibsonomy.org/bibtex/2aa2bf19b4e88a8cb6faac45ea63eefe8/smicha}, interhash = {c2de04793f99e014ca438d8571bad3ae}, intrahash = {aa2bf19b4e88a8cb6faac45ea63eefe8}, journal = {Journal of Financial Economics}, keywords = {Cross-sectional regression}, month = Apr, number = 1, pages = {40--86}, timestamp = {2008-04-22T15:33:05.000+0200}, title = {Estimating and testing beta pricing models: Alternative methods and their performance in simulations}, url = {http://www.sciencedirect.com/science/article/B6VBX-4MR1P6F-2/1/167ee19439309957117e796fe7b23956}, volume = 84, year = 2007 }