On the estimation of asset pricing models using univariate betas
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- J. Davies & Jonathan Fletcher & Andrew Marshall, 2015. "Testing index-based models in U.K. stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 45(2), pages 337-362, August.
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More about this item
KeywordsAsset pricing models Risk premia Univariate betas Model misspecification;
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