Work

The conditional CAPM does not explain asset-pricing anomalies☆

Year: 2006

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/j.jfineco.2005.05.012

Authors: J LEWELLEN, S NAGEL

Institutions: Dartmouth College, National Bureau of Economic Research, Stanford University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3125717248

FWCI: 47.25

Cites: 48

Cited by: 904

Related to: 10