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A skeptical appraisal of asset pricing tests☆
Home
Publications
A skeptical appraisal of asset pricing tests☆
A skeptical appraisal of asset pricing tests☆
Authors:
JL
Jonathan Lewellen
Jonathan Lewellen
SN
Stefan Nagel
Stefan Nagel
JS
Jay Shanken
Jay Shanken
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1 May 2010
journal article
Published by
Elsevier
in
Journal of Financial Economics
Vol. 96
(2)
,
175-194
DOI:
10.1016/j.jfineco.2009.09.001
Abstract
No abstract available
Keywords
CROSS SECTION
EMPIRICAL METHOD
DEVELOPING COUNTRY
ASSET PRICING
POWER
All Related Versions
Version 1, 2006-01-01, RePEc (Unconfirmed version)
Cited
Cited by 1064 articles
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