Censoring and its impact on multivariate testing of the capital asset pricing model

Robert Darren Brooks, Robert Faff, Timothy R L Fry, Emma Newton

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)
Original languageEnglish
Pages (from-to)413 - 420
Number of pages8
JournalApplied Financial Economics
Volume14
Publication statusPublished - 2004

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