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Domestic and International Factor Constructioin Sandy Lai Date: January 28, 2011 We estimate the international version of the Carhart[removed]four-factor model. For each country, we construct a domestic and international
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Document Date: 2013-04-22 12:17:34
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Domestic and International Factor Constructioin Sandy Lai Date: January 28, 2011 We estimate the international version of the Carhart[removed]four-factor model. For each country, we construct a domestic and international