conditional CAPM does not explain asset-pricing anomalies
By: Jonathan Lewellen, Stefan Nagel.
Contributors: Nagel, Stefan.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 9974.; Working paper series (National Bureau of Economic Research) -- working paper no. 9974.
Publisher: National Bureau of Economic Research
Published: 2003
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 39
Subjects: Capital assets pricing model
Notes: "September 2003."

Includes bibliographical references.

Also available in PDF from the NBER world wide web site (www.nber.org).