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Keywords: Beta decomposition
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Journal Articles
Journal:
Review of Accounting and Finance
Review of Accounting and Finance (2011) 10 (4): 411–426.
Published: 01 November 2011
... is not an information free event. Research limitations/implications The Campbell and Vuolteenaho methodology has limitations – it is conditional on the selection of state variables. In future research it would be beneficial to use different state variables in the beta decomposition framework. Another relevant...
