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In line with this story Fama and French (1993, 1995, 1996) suggest that the higher average returns on high BE/ME and small stocks are a compensation for (distress) risk in a multifactor version of Merton (1973)'s intertemporal capital asset pricing model (ICAPM) or Ross (1976)'s arbitrage pricing theory (APT Danielel and Titman 1997: 2; Davis et al. 2000: 389).
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The Pistols' version, of course.
A battered version of the.
Updated version of this classic.
View larger version of graph.
An abbreviated version of "E.T".
A remixed version of "E.T".
An acoustic version of "E.T".
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Since I tried Ludwig back in 2017, I have been constantly using it in both editing and translation. Ever since, I suggest it to my translators at ProSciEditing.

Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com