John M. Olin School of Business, Washington University. I am grateful to Philip Dybvig, Campbell Harvey, Bill McDonald, Sunil Panikkath, James Steeley, Jack Strauss, René Stulz (the editor), Yao-Ting Zhang, and two anonymous referees for helpful discussions and comments. I am especially grateful to one of the referees, who provided many insightful and detailed comments that substantially improved the paper. Financial support from the Fossett Foundation is gratefully acknowledged.
Asset-pricing Tests under Alternative Distributions
Article first published online: 30 APR 2012
1993 The American Finance Association
The Journal of Finance
Volume 48, Issue 5, pages 1927–1942, December 1993
How to Cite
ZHOU, G. (1993), Asset-pricing Tests under Alternative Distributions. The Journal of Finance, 48: 1927–1942. doi: 10.1111/j.1540-6261.1993.tb05134.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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