Can consumption-based asset pricing models using monetary conditioning variables explain the cross-section of German stock returns?
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DOI: 10.1080/00036846.2012.725935
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- Peter S. Schmidt & Andreas Schrimpf & Urs von Arx & Alexander F. Wagner & Andreas Ziegler, 2011. "On the Construction of Common Size, Value and Momentum Factors in International Stock Markets: A Guide with Applications," CER-ETH Economics working paper series 11/141, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
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