A quantile regression analysis of the cross section of stock market returns
ML Barnes, ATW Hughes - 2002 - papers.ssrn.com
Traditional methods of modelling returns and testing the Capital Asset Pricing Model
(CAPM) do so at the mean of the conditional distribution. Instead, we model returns and test …
(CAPM) do so at the mean of the conditional distribution. Instead, we model returns and test …
[PDF][PDF] A Quantile Regression Analysis of the Cross Section of Stock Market Returns
ML Barnesa, AW Hughesb - Citeseer
Traditional methods of modelling returns and testing the Capital Asset Pricing Model
(CAPM) do so at the mean of the conditional distribution. Instead, we model returns and test …
(CAPM) do so at the mean of the conditional distribution. Instead, we model returns and test …
[PDF][PDF] A Quantile Regression Analysis of the Cross Section of Stock Market Returns
ML Barnesa, AW Hughesb - bostonfed.org
Traditional methods of modelling returns and testing the Capital Asset Pricing Model
(CAPM) do so at the mean of the conditional distribution. Instead, we model returns and test …
(CAPM) do so at the mean of the conditional distribution. Instead, we model returns and test …
[PDF][PDF] A Quantile Regression Analysis of the Cross Section of Stock Market Returns
ML Barnesa, AW Hughesb - researchgate.net
Traditional methods of modelling returns and testing the Capital Asset Pricing Model
(CAPM) do so at the mean of the conditional distribution. Instead, we model returns and test …
(CAPM) do so at the mean of the conditional distribution. Instead, we model returns and test …
[PDF][PDF] A Quantile Regression Analysis of the Cross Section of Stock Market Returns
ML Barnesa, AW Hughesb - scholar.archive.org
Traditional methods of modelling returns and testing the Capital Asset Pricing Model
(CAPM) do so at the mean of the conditional distribution. Instead, we model returns and test …
(CAPM) do so at the mean of the conditional distribution. Instead, we model returns and test …
A quantile regression analysis of the cross section of stock market returns
M Barnes, AW Hughes - 2002 - econpapers.repec.org
Traditional methods of testing the Capital Asset Pricing Model (CAPM) do so at the mean of
the conditional distribution. Instead, we test whether the conditional CAPM holds at other …
the conditional distribution. Instead, we test whether the conditional CAPM holds at other …
A quantile regression analysis of the cross section of stock market returns
ML Barnes, AW Hughes - 2002 - fedinprint.org
Traditional methods of testing the Capital Asset Pricing Model (CAPM) do so at the mean of
the conditional distribution. Instead, we test whether the conditional CAPM holds at other …
the conditional distribution. Instead, we test whether the conditional CAPM holds at other …
A quantile regression analysis of the cross section of stock market returns
ML Barnes, AW Hughes - 2002 - ideas.repec.org
Traditional methods of testing the Capital Asset Pricing Model (CAPM) do so at the mean of
the conditional distribution. Instead, we test whether the conditional CAPM holds at other …
the conditional distribution. Instead, we test whether the conditional CAPM holds at other …
[PDF][PDF] A Quantile Regression Analysis of the Cross Section of Stock Market Returns
ML Barnesa, AW Hughesb - scholar.archive.org
Traditional methods of modelling returns and testing the Capital Asset Pricing Model
(CAPM) do so at the mean of the conditional distribution. Instead, we model returns and test …
(CAPM) do so at the mean of the conditional distribution. Instead, we model returns and test …