Download This PaperOnline Appendix to 'Improved inference for fund alphas using high-dimensional cross-sectional tests'
59 Pages Posted: 10 Jul 2019 Last revised: 3 Jul 2022
Date Written: May 23, 2019
Abstract
Online Appendix to "Improved inference for fund alphas using high-dimensional cross-sectional tests, Journal of Empirical Finance, 2021, 61(3), 57-81" https://doi.org/10.1016/j.jempfin.2020.12.002.
Suggested Citation: Suggested Citation
Cheng, Tingting and Yan, Cheng and Yan, Yayi, Online Appendix to 'Improved inference for fund alphas using high-dimensional cross-sectional tests' (May 23, 2019). Available at SSRN: https://ssrn.com/abstract=3383883 or http://dx.doi.org/10.2139/ssrn.3383883
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