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Andrei, Daniel; Cujean, Julien; Wilson, Mungo (2022). The Lost Capital Asset Pricing Model (In Press). Review of Economic Studies Oxford University Press
Andrei, Daniel; Cujean, Julien (2017). Information percolation, momentum and reversal. Journal of financial economics, 123(3), pp. 617-645. Elsevier 10.1016/j.jfineco.2016.05.012
