The conditional CAPM does not explain asset-pricing anomalies
| Year of publication: |
2006
|
|---|---|
| Authors: | Lewellen, Jonathan ; Nagel, Stefan |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 82.2006, 2, p. 289-314
|
| Publisher: |
Elsevier |