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| Author: | MacKinlay, A. C. |
| Title: | On multivariate tests of the CAPM. |
| Journal: | Journal of Financial Economics
1987 : JUN, VOL. 18:2, p. 341-371 |
| Index terms: | CAPITAL ASSET PRICING MODELS MULTIVARIATE ANALYSIS |
| Language: | eng |
| Abstract: |
SCIMA