The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors
| Year of publication: |
2012
|
|---|---|
| Authors: | Murtazashvili, Irina ; Vozlyublennaia, Nadia |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 36.2012, 4, p. 1057-1067
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