مرکز منطقه ای اطلاع رساني علوم و فناوري - The conditional CAPM does not explain asset-pricing anomalies

Title of article :

The conditional CAPM does not explain asset-pricing anomalies

Author/Authors :

Jonathan Lewellen، نويسنده , , Stefan Nagel، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

289

To page :

314

Keywords :

Time-varying betas , momentum , Value , Conditional CAPM , Asset pricing tests

Journal title :

Journal of Financial Economics

Serial Year :

2006

Journal title :

Journal of Financial Economics

Record number :

257872

Link To Document :