Watanabe, Taiji (2012) A note on CAPM betas under the carbon tax regime. Atlantic Economic Journal, 40 (2). pp. 213-214. ISSN 0197-4254
This paper studies the impact of factors that are external to firms and demonstrates that CAPM betas will be unaffected by such an external factor if the factor affects the equity return uniformly across the markets as a whole.
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