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Are taxes sufficient for CAPM rejection?
Eikseth, Hans Marius
;
Lindset, Snorre
- In:
Applied Economics Letters
19
(
2012
)
18
,
pp. 1813-1816
From simulated data, we infer that heterogeneous asset taxes may contribute towards rejection of the Capital Asset Pricing Model (CAPM).
Persistent link: https://www.econbiz.de/10010548841
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