Work

Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts☆

Year: 2010

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/j.jfineco.2010.06.006

Authors: Andrew J. Patton, Allan Timmermann

Institutions: Duke University, University of Oxford, University of California San Diego

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2002840180

FWCI: 28.42

Cites: 36

Cited by: 280

Related to: 10