Pricing Ability of Four Factor Model using Quantile Regression: Evidences from India
With the assumption that the returns are normally distributed with no fat tails, most of the existing studies have used ordinary least square (OLS) method to test the pricing ability of asset pricing models. These assumptions are not valid in numerous cases. Thus, to overcome such problem, the pres...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2016-10-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | http://mail.econjournals.com/index.php/ijefi/article/view/2997 |
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Pricing Ability of Four Factor Model using Quantile Regression: Evidences from India
Published 2016-10-01
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Pricing Ability of Four Factor Model using Quantile Regression: Evidences from India
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Pricing Ability of Four Factor Model using Quantile Regression: Evidences from India
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