Determining the Number of Priced State Variables in the ICAPM
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- Eugene F. Fama, "undated". "Determining the Number of Priced State Variables in the ICAPM," CRSP working papers 447, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
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- Vassalou, Maria, 2001. "News Related to Future GDP Growth as a Risk Factor in Equity Returns," CEPR Discussion Papers 3057, C.E.P.R. Discussion Papers.
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