An asymptotic theory for estimating beta-pricing models using cross-sectional regression

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Veröffentlicht in:The journal of finance
1. Verfasser: Jagannathan, Ravi (VerfasserIn)
Weitere Verfasser: Wang, Zhenyu (BerichterstatterIn)
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Sprache:eng
Veröffentlicht: 1998
Schriftenreihe:Papers and proceedings / American Finance Association 58
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