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An examination of the power of Univariate tests of the CAPM: A simulation approach

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  • Affleck-Graves, J. F.
  • Bradfield, D. J.
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    File URL: http://www.sciencedirect.com/science/article/B6V7T-47KH78J-3/2/6632f34ea71b34231c40dfead3af1467
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    Article provided by Elsevier in its journal Journal of Economics and Business.

    Volume (Year): 45 (1993)
    Issue (Month): 1 (February)
    Pages: 17-33

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    Handle: RePEc:eee:jebusi:v:45:y:1993:i:1:p:17-33

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    Web page: http://www.elsevier.com/locate/jeconbus

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    Cited by:
    1. Elsas, Ralf & El-Shaer, Mahmoud & Theissen, Erik, 2003. "Beta and returns revisited: Evidence from the German stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(1), pages 1-18, February.
    2. Javed Iqbal & Robert Brooks & Don Galagedera, 2010. "Multivariate tests of asset pricing: simulation evidence from an emerging market," Applied Financial Economics, Taylor & Francis Journals, vol. 20(5), pages 381-395.
    3. Isakov, D., 1997. "Is Beta Still Alive? Conclusive Evidence from the Swiss Stock market," Papers 97.17, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.

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