Financial sector risk and the stock returns: evidence from Tokyo Stock Exchange firms (Q702224)

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Financial sector risk and the stock returns: evidence from Tokyo Stock Exchange firms
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    Financial sector risk and the stock returns: evidence from Tokyo Stock Exchange firms (English)
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    17 January 2005
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    CAPM
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    cross-holdings
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    Fama and MacBeth test
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    financial sector
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    GMM
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    Hansen and Jagannathan distance measure
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    market portfolio
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    multi-factor model
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