Conflicting effects of market volatility on the power of two-pass OLS test on the CAPM: A simulation analysis
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2013
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University of Kelaniya
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Fernando, Sandun and Nimal, P.D. (2013). Conflicting effects of market volatility on the power of two-pass OLS test on the CAPM: A simulation analysis, Kelaniya Journal of Management, University of Kelaniya, 02(01): 18-38.