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Re-Examining The Market Model Given Evidence Of Heteroskedasticity

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  • Son-Nan Chen

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  • Son-Nan Chen, 1979. "Re-Examining The Market Model Given Evidence Of Heteroskedasticity," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 2(2), pages 111-118, September.
    • Handle: RePEc:bla:jfnres:v:2:y:1979:i:2:p:111-118
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1979.tb00023.x
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    References listed on IDEAS

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    1. Brown, Stephen J, 1977. "Heteroscedasticity in the Market Model: A Comment," The Journal of Business, University of Chicago Press, vol. 50(1), pages 80-83, January.
    2. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    3. Martin, John D & Klemkosky, Robert C, 1975. "Evidence of Heteroscedasticity in the Market Model," The Journal of Business, University of Chicago Press, vol. 48(1), pages 81-86, January.
    4. Belkaoui, Ahmed, 1977. "Canadian Evidence of Heteroscedasticity in the Market Model," Journal of Finance, American Finance Association, vol. 32(4), pages 1320-1324, September.
    5. Eugene F. Fama, 1968. "Risk, Return And Equilibrium: Some Clarifying Comments," Journal of Finance, American Finance Association, vol. 23(1), pages 29-40, March.
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