Is the CAPM Dead or Alive in the Brazilian Market?
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References listed on IDEAS
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More about this item
Keywordsasset pricing; panel CAPM; Fama and French's three-factor model; style indexes; Demand and Price Analysis; Research and Development/Tech Change/Emerging Technologies; Research Methods/ Statistical Methods; G12;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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