Betas V characteristics: Do stock characteristics enhance the investment opportunity set in U.K. stock returns?
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DOI: 10.1016/j.najef.2018.04.003
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More about this item
Keywords
Linear factor models; Conditional models; Stock characteristics; Bayesian test;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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