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Conflicting effects of market volatility on the power of two-pass OLS test on the CAPM: A simulation analysis

Conflicting effects of market volatility on the power of two-pass OLS test on the CAPM: A simulation analysis

Fernando, S.; Nimal, P.D.
URI: http://repository.kln.ac.lk/handle/123456789/8680
Citation: Fernando, Sandun and Nimal, P.D. (2013). Conflicting effects of market volatility on the power of two-pass OLS test on the CAPM: A simulation analysis, Kelaniya Journal of Management, University of Kelaniya, 02(01): 18-38.
Date: 2013

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