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~isPartOf:"Bonn Econ Discussion Papers"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Journal of financial economics"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Arbitrage Pricing"
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Kapitaleinkommen
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The level, slope, and curve factor model for stocks
Clarke, Charles
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 159-187
Persistent link: https://www.econbiz.de/10013350632
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2
Limits-to-arbitrage, investment frictions, and the asset growth anomaly
Lam, F. Y. Eric C.
;
Wei, K. C. John
- In:
Journal of financial economics
102
(
2011
)
1
,
pp. 127-149
Persistent link: https://www.econbiz.de/10009308262
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3
How common are common return factors across the NYSE and Nasdaq?
Goyal, Amit
;
Pérignon, Christophe
;
Villa, Christophe
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 252-271
Persistent link: https://www.econbiz.de/10003833349
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4
The stability of the factor structure of the UK stock market
Sufar Bahri, Saiful
;
Leger, Lawrence A.
-
1998
Persistent link: https://www.econbiz.de/10001397550
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