Online Appendix to 'Three High-Dimensional Cross-Sectional Tests for Fund Performance Evaluation'

59 Pages Posted: 10 Jul 2019 Last revised: 12 Jul 2019

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Tingting Cheng

Monash University

Cheng Yan

University of Essex - Essex Business School

Yayi Yan

Department of Econometrics and Business Statistics

Date Written: May 23, 2019

Abstract

Online Appendix to "Three high-dimensional cross-sectional tests for fund performance evaluation" https://ssrn.com/abstract=3383867.

Suggested Citation

Cheng, Tingting and Yan, Cheng and Yan, Yayi, Online Appendix to 'Three High-Dimensional Cross-Sectional Tests for Fund Performance Evaluation' (May 23, 2019). Available at SSRN: https://ssrn.com/abstract=3383883 or http://dx.doi.org/10.2139/ssrn.3383883

Tingting Cheng

Monash University ( email )

23 Innovation Walk
Wellington Road
Clayton, Victoria 3800
Australia

Cheng Yan (Contact Author)

University of Essex - Essex Business School ( email )

Wivenhoe Park
Colchester, CO4 3SQ
United Kingdom

Yayi Yan

Department of Econometrics and Business Statistics ( email )

900 Dandenong Road
Caulfield, Victoria 3145
Australia
0498101110 (Phone)

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