Lewellen, J., & Nagel, S. (2003). The conditional CAPM does not explain asset-pricing anomalies. National Bureau of Economic Research.
Chicago Style (17th ed.) CitationLewellen, Jonathan, and Stefan Nagel. The Conditional CAPM Does Not Explain Asset-pricing Anomalies. Cambridge, Mass: National Bureau of Economic Research, 2003.
MLA (9th ed.) CitationLewellen, Jonathan, and Stefan Nagel. The Conditional CAPM Does Not Explain Asset-pricing Anomalies. National Bureau of Economic Research, 2003.
Warning: These citations may not always be 100% accurate.