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The top documents tagged [conditional capm]
Business
Stock Market Predictability
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2387-2387-1-PB
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Estimating the Conditional CAPM with Overlapping Data Inference Esben Hedegaard and Bob Hodrick Arizona State Univ. Columbia and NBER March 22, 2013
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Estimating the Conditional CAPM with Overlapping Data Inference
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The Validity of the CAPM in the Russian and Kazakhstan Capital Market with Conditional Meansemivariance and Higher-order Moments Specifications
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