Is estimating the Capital Asset Pricing Model using monthly and short-horizon data a good choice?

Pham CD, Phuoc LT

Open source

DOI
10.1016/j.heliyon.2020.e04339
Published
2020 Jul
Container
Heliyon
Publisher
Not recorded
Open access
yes

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BibTeX

@article{allodium:10.1016/j.heliyon.2020.e04339,
  title = {Is estimating the Capital Asset Pricing Model using monthly and short-horizon data a good choice?},
  author = {Pham CD and Phuoc LT},
  year = {2020},
  journal = {Heliyon},
  doi = {10.1016/j.heliyon.2020.e04339},
  url = {https://doi.org/10.1016/j.heliyon.2020.e04339}
}

RIS

TY  - JOUR
TI  - Is estimating the Capital Asset Pricing Model using monthly and short-horizon data a good choice?
AU  - Pham CD
AU  - Phuoc LT
PY  - 2020
JO  - Heliyon
DO  - 10.1016/j.heliyon.2020.e04339
UR  - https://doi.org/10.1016/j.heliyon.2020.e04339
ER  - 

APA

CD, P., & LT, P. (2020). Is estimating the Capital Asset Pricing Model using monthly and short-horizon data a good choice?. Heliyon. https://doi.org/10.1016/j.heliyon.2020.e04339

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