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

Patricia Fraser, N. Groenewold

    Research output: Contribution to journalArticlepeer-review

    3 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)771-798
    Number of pages27
    JournalJournal of business finance & accounting
    Issue number5/6
    Publication statusPublished - 2001

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