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Censoring and its impact on multivariate testing of the Capital Asset Pricing Model

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The Hong Kong Equity Market and an Institutional Framework for Asset Pricing

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Asia Pacific Business Review, Vol. 11, Iss. 1, 2005-03 ,pp. : 3-24

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Conditional multifactor asset pricing model and market anomalies

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Multivariate tests of asset pricing: simulation evidence from an emerging market

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