A critique of the asset pricing theory's tests, part I: on past and potential testability of the theory
Roll (1977)
- Authors
- R. Roll
- Year
- 1977
- Published in
- Journal of Financial Economics
- Roll, R. (1977) ‘A critique of the asset pricing theory's tests, part I: on past and potential testability of the theory’, Journal of Financial Economics, 4(2), pp. 129–176.doi:10.1016/0304-405x(77)90009-5DOI checked against doi.org