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

Don O'Sullivan; Mark C. Hutchinson; Vincent 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

Don O'Sullivan
, Mark C. Hutchinson
, Vincent O'Connell

Research output: Contribution to journal › Comment/Debate

Original language	English
Pages (from-to)	164-165
Number of pages	2
Journal	International Journal of Research in Marketing
Volume	26
Issue number	2
DOIs	https://doi.org/10.1016/j.ijresmar.2009.03.003
Publication status	Published - Jun 2009
Externally published	Yes

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10.1016/j.ijresmar.2009.03.003

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O'Sullivan, D., Hutchinson, M. C., & O'Connell, V. (2009). 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. International Journal of Research in Marketing, 26(2), 164-165. https://doi.org/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",

author = "Don O'Sullivan and Hutchinson, \{Mark C.\} and Vincent O'Connell",

year = "2009",

month = jun,

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

language = "English",

volume = "26",

pages = "164--165",

journal = "International Journal of Research in Marketing",

issn = "0167-8116",

publisher = "Elsevier B.V.",

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}

O'Sullivan, D, Hutchinson, MC & O'Connell, V 2009, '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', International Journal of Research in Marketing, vol. 26, no. 2, pp. 164-165. https://doi.org/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. / O'Sullivan, Don; Hutchinson, Mark C.; O'Connell, Vincent.
In: International Journal of Research in Marketing, Vol. 26, No. 2, 06.2009, p. 164-165.

Research output: Contribution to journal › Comment/Debate

TY - JOUR

T1 - Measuring alpha

T2 - 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, Don

AU - Hutchinson, Mark C.

AU - O'Connell, Vincent

PY - 2009/6

Y1 - 2009/6

UR - https://www.scopus.com/pages/publications/67349174160

U2 - 10.1016/j.ijresmar.2009.03.003

DO - 10.1016/j.ijresmar.2009.03.003

M3 - Comment/Debate

AN - SCOPUS:67349174160

SN - 0167-8116

VL - 26

SP - 164

EP - 165

JO - International Journal of Research in Marketing

JF - International Journal of Research in Marketing

IS - 2

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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