Explanations for the Volatility Effect: An Overview Based on the CAPM Assumptions

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Journal

Title: SSRN Electronic Journal

Abbreviated Title: SSRN Journal

Publisher: Elsevier BV

ISSN (Electronic): 1556-5068

Publication date (Print): 2013

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DOI: 10.2139/ssrn.2270973

SO-VID: db61092b-4fc6-4659-b9cc-281732434644

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