Work

Which GRS Statistic Is Appropriate for Cross‐Sectional Tests of Linear Multi‐Factor Pricing Models?

Year: 2026

Type: article

Source: International Journal of Finance & Economics

DOI: 10.1002/ijfe.70147

Authors: Dimitrios Asteriou, Keith Pilbeam, William Pouliot

Institutions: Oxford Brookes University, City St George's, University of London, University of Birmingham

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7125419135

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Cites: 11

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