Real Economy Effects on Consumption-Based CAPM

The consumption-based capital asset pricing model (CCAPM) is an attractive research field in finance, and extant studies have examined the impacts of different factors towards traditional CCAPM, intending to improve the model from the practical perspective. In this paper, we comprehensively scrutini...

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Bibliographic Details
Main Authors: Dandan Zheng, Shusheng Ding, Tianxiang Cui, Huan Jin
Format: Article
Language:English
Published: MDPI AG 2022-01-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/10/3/360