The conditional CAPM does not explain asset-pricing anomalies
| Year of publication: |
2006
|
|---|---|
| Authors: | Lewellen, Jonathan ; Nagel, Stefan |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 82.2006, 2, p. 289-314
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