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The cross-section of stock returns : evidence from emerging markets (English)

Abstract

Cross-sectional tests of asset returns have a long tradition in finance. The often-used capital asset pricing model (CAPM) and the arbitrage pricing theory both imply cross-sectional relationships between individual asset returns and other factors, and... See More +

Details

  • Claessens, Stijn; Dasgupta, Susmita; Glen, Jack;
  • 1995/09/30
  • Policy Research Working Paper
  • WPS1505
  • 1
  • The cross-section of stock returns : evidence from emerging markets
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