articleJournal of Financial EconomicsSep 20, 2009Closed access

A skeptical appraisal of asset pricing tests☆

JLJonathan LewellenSNStefan NagelJSJay Shanken

Dartmouth College · Stanford University · +1 more institution

Indexed incrossref

Abstract

No abstract available for this paper.

Citation impact

1,260
total citations
FWCI
76.01
Percentile
100%
References
53
Citations per year

Authors

3

Topics & keywords

Topics
Keywords
  • Capital asset pricing model
  • Explanatory power
  • Economics
  • Asset (computer security)
  • Consumption-based capital asset pricing model
  • Financial economics
  • Econometrics
  • Skepticism
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