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Asset pricing models and financial market anomalies

Avramov, Doron and Chordia, Tarun 2006, Asset pricing models and financial market anomalies, Review of financial studies, vol. 19, no. 3, Fall, pp. 1001-1040, doi: 10.1093/rfs/hhj025.

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Title Asset pricing models and financial market anomalies
Author(s) Avramov, Doron
Chordia, Tarun
Journal name Review of financial studies
Volume number 19
Issue number 3
Season Fall
Start page 1001
End page 1040
Total pages 40
Publisher Oxford University Press
Place of publication Oxford, Eng.
Publication date 2006-10-01
ISSN 0893-9454
1465-7368
Keyword(s) asset pricing models
market anomalies
beta
past return effect
Language eng
DOI 10.1093/rfs/hhj025
Field of Research 1402 Applied Economics
1502 Banking, Finance And Investment
1401 Economic Theory
HERDC Research category C1.1 Refereed article in a scholarly journal
Copyright notice ©2006, The Author
Persistent URL http://hdl.handle.net/10536/DRO/DU:30098958

Document type: Journal Article
Collection: Department of Finance
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