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

dc.contributor.authorFernando, S.
dc.contributor.authorNimal, P.D.
dc.date.accessioned2015-07-07T05:57:41Z
dc.date.available2015-07-07T05:57:41Z
dc.date.issued2013
dc.identifier.citationFernando, 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.en_US
dc.identifier.issn2279-1469
dc.identifier.urihttp://repository.kln.ac.lk/handle/123456789/8680
dc.language.isoenen_US
dc.publisherUniversity of Kelaniyaen_US
dc.titleConflicting effects of market volatility on the power of two-pass OLS test on the CAPM: A simulation analysisen_US
dc.typeArticleen_US

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