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  1. Ferson, Wayne E. [Author] ; Sarkissian, Sergei [Other]; Simin, Timothy [Other] National Bureau of Economic Research

    Asset Pricing Models with Conditional Betas and Alphas : The Effects of Data Snooping and Spurious Regression

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    Cambridge, Mass: National Bureau of Economic Research, October 2006

    Published in: NBER working paper series ; no. w12658

  2. Ferson, Wayne E. [Author] ; Sarkissian, Sergei [Other]; Simin, Timothy [Other] National Bureau of Economic Research

    Spurious Regressions in Financial Economics?

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    Cambridge, Mass: National Bureau of Economic Research, September 2002

    Published in: NBER working paper series ; no. w9143

  3. Chambers, David [Author] ; Sarkissian, Sergei [Other]; Schill, Michael J. [Other]

    Market and Regional Segmentation and Risk Premia in the First Era of Financial Globalization

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    [S.l.]: SSRN, [2017]

    Published in: Darden Business School Working Paper ; No. 2179088