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Calendar cycles, infrequent decisions, and the cross section of stock returns

Ravi Jagannathan, Auteur ; Srikant Marakani, Auteur ; Hitoshi Takehara, Auteur |

Dans Management science (Vol. 58 N° 3, Mars 2012)

We show that when investors review their consumption and investment plans infrequently at different points in time with interim information flows, the standard consumption-based capital asset pricing model (CCAPM) will continue to hold only at t[...]

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