search query: @author MacKinlay, A. C. / total: 4
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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: |
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