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Further evidence against the classical conditioning model of McCollough effects

✍ Scribed by Skowbo, D. ;Forster, T.

Book ID
115073196
Publisher
Psychonomic Society Publications
Year
1983
Tongue
English
Weight
417 KB
Volume
34
Category
Article
ISSN
0031-5117

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## Abstract We analyse the ability of the conditional asset pricing models to explain the cross‐sectional variation in UK stock returns. We examine conditional versions of the Sharpe‐Linter CAPM and the Fama‐French three‐factor model. The results indicate that the conditional single‐factor model is