The conditional CAPM does not explain asset-pricing anomalies

Jonathan Lewellen and Stefan Nagel

Journal of Financial Economics, 2006, vol. 82, issue 2, 289-314

Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (345)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-405X(06)00137-1
Full text for ScienceDirect subscribers only

Related works:
Working Paper: The Conditional CAPM Does Not Explain Asset-pricing Anomalies (2003)
Working Paper: The Conditional CAPM does not Explain Asset-Pricing Anamolies (2003)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jfinec:v:82:y:2006:i:2:p:289-314

Access Statistics for this article

Journal of Financial Economics is currently edited by G. William Schwert

More articles in Journal of Financial Economics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().