Conditional multifactor asset pricing model and market anomalies
Year of publication: |
2013
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Authors: | Dash, Saumya Ranjan ; Mahakud, Jitendra |
Published in: |
Journal of Indian business research. - Bingley : Emerald, ISSN 1755-4195, ZDB-ID 2473958-3. - Vol. 5.2013, 4, p. 271-294
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Subject: | Liquidity | Conditional asset pricing model | Emerging stock market | Market anomaly | Multifactor model | Risk adjusted return | CAPM | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Kapitalmarkttheorie | Financial economics | Schwellenländer | Emerging economies |
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