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The q5 model and its consistency with the intertemporal CAPM. (2021). Lin, QI.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000546.

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  1. Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties. (2024). Khasawneh, Maher ; Kambouroudis, Dimos ; McMillan, David G.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002655.

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  2. Time Dependence of CAPM Betas on the Choice of Interval Frequency and Return Timeframes: Is There an Optimum?. (2022). Agrrawal, Pankaj ; Harkins, Jason ; Gilbert, Faye W.
    In: JRFM.
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  3. Understanding idiosyncratic momentum in the Chinese stock market. (2022). Lin, QI.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:76:y:2022:i:c:s104244312100175x.

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  4. Are the profitability and investment factors valid ICAPM risk factors? Pre-1963 evidence. (2021). Lin, XI.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000851.

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