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What is the relationship between the CAPM alpha and price reversal? For example, I am trying to figure out if the CAPM alpha gives me
What is the relationship between the CAPM alpha and price reversal? For example, I am trying to figure out if the CAPM alpha gives me enough evidence if there is a price reversal between the two alphas below.
First-year Alpha: 0.38
Second-year Alpha: 0.39
Thank you!
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