Measuring alpha: The consequences of ignoring the four-factor model. In response to the commentary: "The statistical significance of portfolio returns" by Claes Fornell, Sunil Mithas and Forrest Morgeson

D. O'Sullivan; M.C. Hutchinson; V. O'Connell

doi:10.1016/j.ijresmar.2009.03.003

Measuring alpha: The consequences of ignoring the four-factor model. In response to the commentary: "The statistical significance of portfolio returns" by Claes Fornell, Sunil Mithas and Forrest Morgeson

D. O'Sullivan
, M.C. Hutchinson
, V. O'Connell

Cork University Business School

Research output: Contribution to journal › Article › peer-review

Original language	Undefined/Unknown
Journal	International Journal of Research in Marketing
DOIs	https://doi.org/10.1016/j.ijresmar.2009.03.003
Publication status	Published - 2009

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10.1016/j.ijresmar.2009.03.003

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title = "Measuring alpha: The consequences of ignoring the four-factor model. In response to the commentary: {"}The statistical significance of portfolio returns{"} by Claes Fornell, Sunil Mithas and Forrest Morgeson",

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year = "2009",

doi = "10.1016/j.ijresmar.2009.03.003",

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journal = "International Journal of Research in Marketing",

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Measuring alpha: The consequences of ignoring the four-factor model. In response to the commentary: "The statistical significance of portfolio returns" by Claes Fornell, Sunil Mithas and Forrest Morgeson. / O'Sullivan, D.; Hutchinson, M.C.; O'Connell, V.
In: International Journal of Research in Marketing, 2009.

Research output: Contribution to journal › Article › peer-review

TY - JOUR

T1 - Measuring alpha: The consequences of ignoring the four-factor model. In response to the commentary: "The statistical significance of portfolio returns" by Claes Fornell, Sunil Mithas and Forrest Morgeson

AU - O'Sullivan, D.

AU - Hutchinson, M.C.

AU - O'Connell, V.

PY - 2009

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U2 - 10.1016/j.ijresmar.2009.03.003

DO - 10.1016/j.ijresmar.2009.03.003

M3 - Article

SN - 0167-8116

JO - International Journal of Research in Marketing

JF - International Journal of Research in Marketing

ER -

Measuring alpha: The consequences of ignoring the four-factor model. In response to the commentary: "The statistical significance of portfolio returns" by Claes Fornell, Sunil Mithas and Forrest Morgeson

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