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Both authors from College of Business, University of Notre Dame. This research was funded in part by the Herrick Foundation Fund. Data were provided by the Jesse H. Jones Research Data Base. We are grateful to Jay Shanken, Rich Sheehan, and workshop participants at the University of Notre Dame for helpful comments. The manuscript has also benefited from the substantive comments of an anonymous reviewer.
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Nonnormalities and Tests of Asset Pricing Theories
Article first published online: 30 APR 2012
DOI: 10.1111/j.1540-6261.1989.tb02629.x
1989 The American Finance Association
Additional Information
How to Cite
AFFLECK-GRAVES, J. and MCDONALD, B. (1989), Nonnormalities and Tests of Asset Pricing Theories. The Journal of Finance, 44: 889–908. doi: 10.1111/j.1540-6261.1989.tb02629.x
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Both authors from College of Business, University of Notre Dame. This research was funded in part by the Herrick Foundation Fund. Data were provided by the Jesse H. Jones Research Data Base. We are grateful to Jay Shanken, Rich Sheehan, and workshop participants at the University of Notre Dame for helpful comments. The manuscript has also benefited from the substantive comments of an anonymous reviewer.
Publication History
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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