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Browsing Academic Articles in Lahore School of Business Journal by Subject "ICAPM"

Browsing Academic Articles in Lahore School of Business Journal by Subject "ICAPM"

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  • Amna Rehman; Nawazish Mirza (© Lahore School of Economics, 2013-12)
    In this paper, we test a simple Merton-style (1973) intertemporal capital asset pricing model (ICAPM) by allowing for time variations in certain key state variables for a sample of firms listed on the Karachi Stock Exchange. ...

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