Title of article
The conditional CAPM does not explain asset-pricing anomalies
Author/Authors
Jonathan Lewellen، نويسنده , , Stefan Nagel، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
26
From page
289
To page
314
Keywords
Time-varying betas , momentum , Value , Conditional CAPM , Asset pricing tests
Journal title
Journal of Financial Economics
Serial Year
2006
Journal title
Journal of Financial Economics
Record number
257872
Link To Document