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The Sensitivity of the Efficient Market Hypothesis to Alternative Specifications of the Market Model
A Critical Evaluation of the Measurement of Conglomerate Performance using the Capital Asset Pricing Model
Menachem Brenner, David H. Downes, A Critical Evaluation of the Measurement of Conglomerate Performance using the Capital Asset Pricing Model, The Review of Economics and Statistics, Vol. 61, No. 2 (May, 1979), pp. 292-296