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ECONIS (ZBW)
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A skeptical appraisal of asset-pricing tests
Lewellen, Jonathan
;
Nagel, Stefan
;
Shanken, Jay
-
2006
Persistent link: https://www.econbiz.de/10003355307
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2
The conditional CAPM does not explain asset-pricing anomalies
Lewellen, Jonathan
;
Nagel, Stefan
-
2003
Persistent link: https://www.econbiz.de/10001795748
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3
Estimation risk, market efficiency, and the predictability of returns
Lewellen, Jonathan
;
Shanken, Jay
-
2000
Persistent link: https://www.econbiz.de/10001474979
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