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The Sensitivity of Tests of Asset Pricing Models to the IID-normal Assumptions: Contemporaneous evidence from the US and UK stock markets

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  • N. Groenewold

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  • N. Groenewold, 2000. "The Sensitivity of Tests of Asset Pricing Models to the IID-normal Assumptions: Contemporaneous evidence from the US and UK stock markets," Economics Discussion / Working Papers 00-06, The University of Western Australia, Department of Economics.
    • Handle: RePEc:uwa:wpaper:00-06
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    3. Campbell, John Y., 1987. "Stock returns and the term structure," Journal of Financial Economics, Elsevier, vol. 18(2), pages 373-399, June.
    4. Clare, A.D. & Thomas, S.H., 1992. "International evidence for the predictability of bond and stock returns," Discussion Paper Series In Economics And Econometrics 9206, Economics Division, School of Social Sciences, University of Southampton.
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