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Frederico Valle e Flister,Aureliano Angel Bressan,Hudson Fernandes Amaral
Pág. 105 - 129
This work investigates the ability of the conditional CAPM to explain anomalous returns related to momentum, size and book-to-market effects using Lewellen and Nagel?s (2006) methodology in the Brazilian stock market. To this end we studied a sample of B...
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