Long-Run Evidence Using Multifactor Asset Pricing Models
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More about this item
KeywordsFama-French factors; GMM; Asset Pricing; Carhart model;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-12-19 (All new papers)
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