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~accessRights:"free"
~person:"Stambaugh, Robert F."
~type_genre:"Arbeitspapier"
~type_genre:"Fallstudie"
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Stambaugh, Robert F.
He, Xue-zhong
25
Zhang, Lu
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Robotti, Cesare
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Gollier, Christian
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Grammig, Joachim
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Kan, Raymond
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Pesaran, M. Hashem
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ECONIS (ZBW)
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Pricing Without Mispricing
Liu, Jianan
;
Moskowitz, Tobias J.
;
Stambaugh, Robert F.
-
National Bureau of Economic Research
-
2021
test assumes such a model assigns zero alpha to investment strategies using decade-old information. The
CAPM
satisfies this …
Persistent link: https://www.econbiz.de/10012599306
Saved in:
2
Liquidity risk after 20 years
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2019
Persistent link: https://www.econbiz.de/10012020238
Saved in:
3
Mispricing factors
Stambaugh, Robert F.
;
Yuan, Yu
-
2016
-
This draft: January 14, 2016
Persistent link: https://www.econbiz.de/10011521991
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4
Liquidity risk and expected stock returns
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
2001
Persistent link: https://www.econbiz.de/10001609805
Saved in:
5
Comparing asset pricing models : an investment perspective
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001410127
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