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The Capital Asset Pricing Model (CAPM), Short-Sale Restrictions and Related Issues
Stephen A. RossThe Journal of Finance, Vol. 32, No. 1 (Mar., 1977), pp. 177-183

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Bad Beta, Good Beta
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Asset Pricing with Conditioning Information: A New Test
Author(s): Kevin Q. Wang
Source: The Journal of Finance, Vol. 58, No. 1 (Feb., 2003), pp. 161-196

                                                                                                                                                

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