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 journal › Article › peer-review

Original language	English
Pages (from-to)	771-798
Number of pages	27
Journal	Journal of business finance & accounting
Volume	28
Issue number	5/6
Publication status	Published - 2001

Cite this

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

author = "Patricia Fraser and N. Groenewold",

year = "2001",

language = "English",

volume = "28",

pages = "771--798",

journal = "Journal of Business Finance and Accounting",

issn = "0306-686X",

publisher = "Wiley-Blackwell",

number = "5/6",

}

TY - JOUR

T1 - The Sensitivity of Tests of Asset Pricing Models to the IID-Normal Assumption: contemporaneous evidence from the US and UK Stock Markets

AU - Fraser, Patricia

AU - Groenewold, N.

PY - 2001

Y1 - 2001

M3 - Article

VL - 28

SP - 771

EP - 798

JO - Journal of Business Finance and Accounting

JF - Journal of Business Finance and Accounting

SN - 0306-686X

IS - 5/6

ER -