How does (C)CAPM digest anomalies?
Author:
Affiliation:
1. Department of Finance, Zhe Jiang University of Finance and Economic, Hang Zhou, China
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance,Accounting
Link
https://www.tandfonline.com/doi/pdf/10.1080/10293523.2022.2034353
Reference49 articles.
1. INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE-EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS
2. The relationship between return and market value of common stocks
3. Capital Market Equilibrium with Restricted Borrowing
4. A NEW LOOK AT THE CAPITAL ASSET PRICING MODEL
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