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How do investors price accrual risk during crises?. (2023). Hassan, M. Kabir ; Alhenawi, Yasser.
In: International Journal of Finance & Economics.
RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4684-4706.

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  47. Evidence on the Characteristics of Cross Sectional Variation in Stock Returns. (1996). Titman, Sheridan ; Daniel, Kent.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5604.

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  48. The conditional CAPM and the cross-section of expected returns. (1996). Wang, Zhenyu ; Jagannathan, Ravi.
    In: Staff Report.
    RePEc:fip:fedmsr:208.

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  49. The cross-section of stock returns : evidence from emerging markets. (1995). Dasgupta, Susmita ; Claessens, Stijn ; Glen, Jack.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:1505.

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  50. Property Type, Size, and REIT Value. (1995). Capozza, Dennis ; Lee, Sohan.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:10:n:5:1994:p:363-380.

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  51. The CAPM debate. (1995). McGrattan, Ellen ; Jagannathan, Ravi ; Jagnnathan, Ravi.
    In: Quarterly Review.
    RePEc:fip:fedmqr:y:1995:i:fall:p:2-17:n:v.19no.4.

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  52. An Examination of the Small-Firm Effect within the REIT Industry. (1991). Liang, Youguo ; McIntosh, Willard ; Tompkins, Daniel L..
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:6:n:1:1991:p:9-18.

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  53. Data-Snooping Biases in Tests of Financial Asset Pricing Models. (1989). Lo, Andrew ; MacKinlay, Craig A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3001.

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  54. What Determines Firm Size?. (). Zingales, Luigi ; Rajan, Raghuram ; Kumar, Krishna.
    In: CRSP working papers.
    RePEc:wop:chispw:496.

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