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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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A skeptical appraisal of asset pricing tests
Lewellen, Jonathan; Nagel, Stefan; Shanken, Jay - In: Journal of financial economics 96 (2010) 2, pp. 175-194
Persistent link: https://www.econbiz.de/10003979139
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The conditional CAPM does not explain asset-pricing anomalies
Lewellen, Jonathan; Nagel, Stefan - In: Journal of financial economics 82 (2006) 2, pp. 289-314
Persistent link: https://www.econbiz.de/10003387865
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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