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Robust Estimation of Beta Coefficients: Evidence from a Small Stock Market
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Robust Estimation of Beta Coefficients: Evidence from a Small Stock Market (1998)Robust Estimation of Beta Coefficients: E…Identifying outliers in asset pricing data with a new weighted forward search estimator (2020)Identifying outliers in asset…Regression vs. non-regression models of normal returns: implications for event studies (1999)Regression vs. non-regression…Using daily stock returns (1985)Multifactor Explanations of Asset Pricing Anomalies (1996)Event Studies in Economics and Finance (1997)Robust vs. OLS estimation of the market model: implications for event studies (2000)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)
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  • 2020Identifying outliers in asset pricing data with a new weighted forward search estimator20 cited
  • 1999Regression vs. non-regression models of normal returns: implications for event studies20 cited

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