International capital asset pricing model: the case of asymmetric information and short-sale
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DOI: 10.1007/s10479-019-03133-1
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More about this item
Keywords
Asset allocation; International market; Information costs; Short sale; Home bias;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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