Keywords: C-CAPM
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Journal Articles
Studies in Economics and Finance (2018) 35 (4): 525–541.
Published: 17 October 2018
...Hussein Abdoh; Oscar Varela Purpose This study aims to investigate the effect of product market competition on the exposure of firms’ returns to consumption fluctuations (C-CAPM beta). Design/methodology/approach The C-CAPM beta comes from a regression of a stock’s returns against consumption...

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