Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying
- Authors
- Martin LettauSydney C. Ludvigson
- Journal
- Journal of Political Economy
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About Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying
This paper, published in 2001, received 1.0k indexed citations . Written by Martin Lettau and Sydney C. Ludvigson covering the research area of Finance, General Economics, Econometrics and Finance and Economics and Econometrics. It is primarily cited by scholars working on Finance (946 citations), Economics and Econometrics (561 citations) and General Economics, Econometrics and Finance (318 citations). Published in Journal of Political Economy.
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This paper is also available at doi.org/10.1086/323282.