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The conditional CAPM does not explain asset-pricing anomalies

✍ Scribed by Jonathan Lewellen; Stefan Nagel

Book ID: 113710847
Publisher: Elsevier Science
Year: 2006
Tongue: English
Weight: 291 KB
Volume: 82
Category: Article
ISSN: 0304-405X
DOI: 10.1016/j.jfineco.2005.05.012

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