The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies
Author(s) -
Yongqiang Chu,
David Hirshleifer,
Liang Ma
Publication year - 2017
Language(s) - English
Resource type - Reports
DOI - 10.3386/w24144
Subject(s) - arbitrage , arbitrage pricing theory , economics , financial economics , capital asset pricing model , econometrics , asset (computer security) , business , computer science , computer security
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