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Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims. (2006). zhang, xiaoyan ; Wang, Zhenyu.
In: Staff Reports.
RePEc:fip:fednsr:265.

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  1. CAPM for Estimating the Cost of Equity Capital: Interpreting the Empirical Evidence. (2009). Jagannathan, Ravi ; Da, Zhi ; Guo, Re-Jin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14889.

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  2. Arbitrage pricing theory. (2005). Wang, Zhenyu ; Huberman, Gur.
    In: Staff Reports.
    RePEc:fip:fednsr:216.

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  3. Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations. (). Guidolin, Massimo ; Arismendi Zambrano, Juan ; Lozano, Martin.
    In: Economics Department Working Paper Series.
    RePEc:may:mayecw:n304-20.pdf.

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