Are taxes sufficient for CAPM rejection?
Hans Marius Eikseth and
Snorre Lindset
Applied Economics Letters, 2012, vol. 19, issue 18, 1813-1816
Abstract:
From simulated data, we infer that heterogeneous asset taxes may contribute towards rejection of the Capital Asset Pricing Model (CAPM).
Date: 2012
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DOI: 10.1080/13504851.2012.657345
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