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TESTING THE EFFICIENCY-CAPM JOINT HYPOTHESIS IN THE BOVESPAThis paper has been financially supported by the Junta de Extremadura under the V Action Plan for Research and Development 2014/17 through the GIMAF research group (reference GR15027)Miralles-Quiros, Maria del Mar; Miralles-Quiros, Jose Luis; Valente-Gonçalves, Luis MiguelEfficiency, Asset Pricing Models; CAPM; Investment Strategies.-
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