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Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2009.01.013 / rank
 
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Latest revision as of 07:04, 12 July 2024

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Tests of risk premia in linear factor models
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    Tests of risk premia in linear factor models (English)
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    4 July 2016
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    small \(\beta\)'s
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    size distortion of test statistics
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    consumption capital asset pricing model
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