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Specification errors, residual analysis and capital asset pricing

by: Lee, Cheng F; Cheng, David C. (David Chi), 1942-; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration

Publication date: 1980

Topics: Stocks, Securities, Corporations

Publisher: [Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign

Collection: university_of_illinois_urbana-champaign; americana

Contributor: University of Illinois Urbana-Champaign

Language: English

Volume: BEBR No. 656

Title page includes summary

"This paper prepared for presentation at 1980 Southwest Finance Association Annual Meeting in San Antonio, March 20-22."

Includes bibliographical references (p. 23-25)

Notes

-The text shifted and skewed some throughout the book; the crop-boxes were adjusted as best as possible to accommodate. At points, the text fell too far out and bits were lost.
-The text was faintly printed and irregularly faded throughout the book; at points it was almost illegible.