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S. Hwang and S. E. Satchell, “Testing Linear Factor Models on Individual Stocks Using the Average F Test,” European Journal of Finance, Forthcoming. doi:10.1080/1351847X.2012.717097

has been cited by the following article:

• TITLE: Some Exact Results for an Asset Pricing Test Based on the Average F Distribution

  AUTHORS: Soosung Hwang, Stephen E. Satchell

  KEYWORDS: Average F distribution; Asset Pricing

  JOURNAL NAME: Theoretical Economics Letters, Vol.2 No.5, December 21, 2012

  ABSTRACT: We provide some exact results for an asset pricing theory test statistic based on the average F distribution. This test is preferred to existing procedures because it deals with the case of more assets than data points. The case mentioned is the practical one that asset managers routinely have to consider.