Theoretical and practical elements of demand in the technological area for the market economy
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Stephen A. Ross, 2013.
"The Arbitrage Theory of Capital Asset Pricing,"
World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 1, pages 11-30,
World Scientific Publishing Co. Pte. Ltd..
- Ross, Stephen A., 1976. "The arbitrage theory of capital asset pricing," Journal of Economic Theory, Elsevier, vol. 13(3), pages 341-360, December.
- Stephen A. Ross, "undated". "The Arbitrage Theory of Capital Asset Pricing," Rodney L. White Center for Financial Research Working Papers 2-73, Wharton School Rodney L. White Center for Financial Research.
- Stephen A. Ross, "undated". "The Arbitrage Theory of Capital Asset Pricing," Rodney L. White Center for Financial Research Working Papers 02-73, Wharton School Rodney L. White Center for Financial Research.
- William F. Sharpe, 1965. "Mutual Fund Performance," The Journal of Business, University of Chicago Press, vol. 39, pages 119-119.
- Solnik, B H, 1974. "The International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure," Journal of Finance, American Finance Association, vol. 29(2), pages 365-378, May.
- White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Gaf-Deac, Maria & Dobrin, Marinica, 2010. "Conectarea Întreprinderii La Mediul Productiv Modern," Papers 2010/57, Osterreichish-Rumanischer Akademischer Verein.
- Enrique Sentana, 2009.
"The econometrics of mean-variance efficiency tests: a survey,"
Econometrics Journal, Royal Economic Society, vol. 12(3), pages 65-101, November.
- Enrique Sentana, 2008. "The Econometrics of Mean-Variance Efficiency Tests: A Survey," Working Papers wp2008_0807, CEMFI.
- Gil-Bazo, Javier & Ruiz-Verdú, Pablo, 2006. "Yet another puzzle? the relation between price and performance in the mutual fund industry," DEE - Working Papers. Business Economics. WB wb066519, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- Tzavalis, Elias & Wickens, Michael, 1998. "A Re-examination of the Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence from Long-Run and Short-Run Tests," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(3), pages 229-239, July.
- repec:bla:germec:v:11:y:2010:i::p:441-464 is not listed on IDEAS
- Matos, Paulo Rogério Faustino & Costa, Carlos Eugênio da & Issler, João Victor, 2007.
"The forward- and the equity-premium puzzles: two symptoms of the same illness?,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
649, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Costa, Carlos Eugênio da & Issler, João Victor & Matos, Paulo Rogério Faustino, 2012. "The forward- and the equity-premium puzzles: two symptoms of the same illness?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 732, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Costa, Carlos Eugênio da & Issler, João Victor & Matos, Paulo Rogério Faustino, 2009. "The forward- and the equity-premium puzzles: two symptoms of the same illness?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 697, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Costa, Carlos Eugênio da & Issler, João Victor & Matos, Paulo Rogério Faustino, 2010. "The forward- and the equity-premium puzzles: two symptoms of the same illness?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 712, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Eckbo, B. Espen & Masulis, Ronald W. & Norli, Oyvind, 2000. "Seasoned public offerings: resolution of the 'new issues puzzle'," Journal of Financial Economics, Elsevier, vol. 56(2), pages 251-291, May.
- Du, Ding & Denning, Karen & Zhao, Xiaobing, 2012. "Real aggregate activity and stock returns," Journal of Economics and Business, Elsevier, vol. 64(5), pages 323-337.
- Korajczyk, Robert A, 1996.
"A Measure of Stock Market Integration for Developed and Emerging Markets,"
The World Bank Economic Review, World Bank, vol. 10(2), pages 267-289, May.
- Korajczyk, Robert A., 1995. "A measure of stock market integration for developed and emerging markets," Policy Research Working Paper Series 1482, The World Bank.
- Dimitrios Dimitriou & Theodore Simos, 2013.
"International portfolio diversification: an ICAPM approach with currency risk,"
Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 6(2), pages 177-189, September.
- Dimitriou, Dimitrios & Simos, Theodore, 2012. "International portfolio diversification: An ICAPM approach with currency risk," MPRA Paper 42825, University Library of Munich, Germany.
- Korkmaz, Turhan & Cevik, Emrah Ismail & Gurkan, Serhan, 2010. "Testing the international capital asset pricing model with Markov switching model in emerging markets," MPRA Paper 71481, University Library of Munich, Germany, revised 2010.
- Ferson, Wayne E. & Harvey, Campbell R., 1997.
"Fundamental determinants of national equity market returns: A perspective on conditional asset pricing,"
Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1625-1665, December.
- Wayne E. Ferson & Campbell R. Harvey, 1996. "Fundamental Determinants of National Equity Market Returns: A Perspective on Conditional Asset Pricing," NBER Working Papers 5860, National Bureau of Economic Research, Inc.
- Bai, Jushan & Ng, Serena, 2006.
"Evaluating latent and observed factors in macroeconomics and finance,"
Journal of Econometrics, Elsevier, vol. 131(1-2), pages 507-537.
- Jushan Bai & Serena Ng, 2004. "Evaluating Latent and Observed Factors in Macroeconomics and Financ," Econometrics 0408007, University Library of Munich, Germany.
- Bartov, Eli & Bodnar, Gordon M. & Kaul, Aditya, 1996.
"Exchange rate variability and the riskiness of U.S. multinational firms: Evidence from the breakdown of the Bretton Woods system,"
Journal of Financial Economics, Elsevier, vol. 42(1), pages 105-132, September.
- Eli Bartov & Gordon M. Bodnar & Aditya Kaul, 1995. "Exchange Rate Variability and the Riskiness of U.S. Multinational Firms:Evidence from the Breakdown of the Bretton Woods System," NBER Working Papers 5323, National Bureau of Economic Research, Inc.
- Robert J Bianchi & Adam E Clements & Michael E Drew, 2009. "HACking at Non-linearity: Evidence from Stocks and Bonds," School of Economics and Finance Discussion Papers and Working Papers Series 244, School of Economics and Finance, Queensland University of Technology.
- Astrid Eisenberg & Markus Rudolf, 2007. "Exchange Rates and the Conversion of Currency‐Specific Risk Premia," European Financial Management, European Financial Management Association, vol. 13(4), pages 672-701, September.
- Chua, Choong Tze & Lai, Sandy & Lewis, Karen K., 2010.
"Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-Listed Stocks,"
Working Papers
10-1, University of Pennsylvania, Wharton School, Weiss Center.
- Karen K. Lewis & Sandy Lai, 2012. "Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-listed Stocks," NBER Working Papers 18627, National Bureau of Economic Research, Inc.
- Strahan, Philip E., 1995. "Asset returns and economic disasters evidence from the S&L crisis," Journal of Monetary Economics, Elsevier, vol. 36(1), pages 189-217, August.
- repec:bla:jfinan:v:53:y:1998:i:6:p:1975-1999 is not listed on IDEAS
- Humberto Valencia-Herrera & Francisco López-Herrera, 2018. "Markov Switching International Capital Asset Pricing Model, an Emerging Market Case: Mexico," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(1), pages 96-129, April.
- Wayne E. Ferson & Campbell R. Harvey, 1999.
"Conditioning Variables and the Cross Section of Stock Returns,"
Journal of Finance, American Finance Association, vol. 54(4), pages 1325-1360, August.
- Wayne E. Ferson & Campbell R. Harvey, 1999. "Conditioning Variables and the Cross-Section of Stock Returns," NBER Working Papers 7009, National Bureau of Economic Research, Inc.
- Fletcher, Jonathan, 2001. "An examination of predictable risk and return in UK stock returns," Journal of Economics and Business, Elsevier, vol. 53(6), pages 527-546.
More about this item
Keywords
market demand; technological area;JEL classification:
- A11 - General Economics and Teaching - - General Economics - - - Role of Economics; Role of Economists
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ris:sphedp:2010_056. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Brindusa Covaci (email available below). General contact details of provider: https://edirc.repec.org/data/ffuspro.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.