articleJournal of Financial EconomicsSep 19, 2006Closed access

The conditional CAPM does not explain asset-pricing anomalies☆

JLJonathan LewellenSNStefan Nagel

National Bureau of Economic Research · Dartmouth College · +1 more institution

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Topics
Keywords
  • Capital asset pricing model
  • Economics
  • Econometrics
  • Risk premium
  • Financial economics
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