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A note on the relationship between Fama–French risk factors and innovations of ICAPM state variables

✍ Scribed by Francis In; Sangbae Kim

Book ID: 116494784
Publisher: Elsevier Science
Year: 2007
Tongue: English
Weight: 119 KB
Volume: 4
Category: Article
ISSN: 1544-6123
DOI: 10.1016/j.frl.2007.04.001

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