IDEAS home Printed from https://ideas.repec.org/r/rje/bellje/v3y1972iautumnp357-398.html
   My bibliography  Save this item

Capital Markets: Theory and Evidence

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Auerbach, Alan J, 1983. "Taxation, Corporate Financial Policy and the Cost of Capital," Journal of Economic Literature, American Economic Association, vol. 21(3), pages 905-940, September.
  2. Roger P. Bey, 1983. "The Market Model As An Appropriate Description Of The Stochastic Process Generating Security Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(4), pages 275-288, December.
  3. George G. Kaufman, 1980. "Duration, Planning Period, And Tests Of The Capital Asset Pricing Model," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(1), pages 1-9, March.
  4. Levinsohn, James & MacKie-Mason, Jeffrey K, 1990. "A Simple, Consistent Estimator for Disturbance Components in Financial Models," The Review of Economics and Statistics, MIT Press, vol. 72(3), pages 516-520, August.
  5. Grossman, Gene M & Levinsohn, James A, 1989. "Import Competition and the Stock Market Return to Capital," American Economic Review, American Economic Association, vol. 79(5), pages 1065-1087, December.
  6. Cujean, Julien & Andrei, Daniel & Fournier, Mathieu, 2019. "The Low-Minus-High Portfolio and the Factor Zoo," CEPR Discussion Papers 14153, C.E.P.R. Discussion Papers.
  7. Kerstin Bernoth & Jürgen Von Hagen & Casper De Vries, 2022. "The Term Structure of Currency Futures' Risk Premia," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(1), pages 5-38, February.
  8. Mauro Andriotto & Emanuele Teti, 2014. "Beyond CAPM: an innovative factor model to optimize the risk and return trade-off," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 15(4), pages 615-630, September.
  9. Srilata A. Zaheer, "undated". "Acceptable Risk: A Study of Global Currency Trading Rooms in the US and Japan," Center for Financial Institutions Working Papers 97-22, Wharton School Center for Financial Institutions, University of Pennsylvania.
  10. Dodson, Carles, 1992. "Systematic Risk, Unanticipated Inflation, Excess Returns, and Texas Cropland Investments," WAEA/ WFEA Conference Archive (1929-1995) 321400, Western Agricultural Economics Association.
  11. Musser, Wesley N., 1979. "Risk Preferences Of Agricultural Producers: Their Measurement And Use - Discussion," Risk Management in Agriculture: Behavioral, Managerial, and Policy Issues, January 25-26, 1979, San Francisco, California 271460, Regional Research Projects > W-149: An Economic Evaluation of Managing Market Risks in Agriculture.
  12. Melino, Angelo, 1988. "The Term Structure of Interest Rates: Evidence and Theory," Journal of Economic Surveys, Wiley Blackwell, vol. 2(4), pages 335-366.
  13. Rumeysa BILGIN & Eyup BASTI, 2011. "A Test of the Validity of Capital Asset Pricing Model in Istanbul Stock Exchange," EuroEconomica, Danubius University of Galati, issue 30, pages 98-108, November.
  14. Merton, Robert, 1990. "Capital market theory and the pricing of financial securities," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 11, pages 497-581, Elsevier.
  15. M. Ali Khan & Yeneng Sun, 1996. "Hyperfinite Asset Pricing Theory," Cowles Foundation Discussion Papers 1139, Cowles Foundation for Research in Economics, Yale University.
  16. Roger P. Bey, 1979. "Mean-Variance, Mean-Semivariance, And Dcf Estimates Of A Public Utility'S Cost Of Equity," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 2(1), pages 13-26, March.
  17. S. Ozornov, 2015. "Validity Of Fama And French Model On Rts Index," Review of Business and Economics Studies // Review of Business and Economics Studies, Финансовый Университет // Financial University, vol. 3(4), pages 22-43.
  18. Peter C. Dawson, 2015. "The capital asset pricing model in economic perspective," Applied Economics, Taylor & Francis Journals, vol. 47(6), pages 569-598, February.
  19. Bruce K. Gouldey, 1980. "Evidence Of Nonmarket Risk Premiums In Common Stock Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(3), pages 243-260, September.
  20. Reid, Donald W. & Tew, Bernard V., 1986. "A Review Of Asset Pricing Theories Under Uncertainty," Regional Research Projects > 1986: S-180 Annual Meeting, March 23-26, 1986, Tampa, Florida 271818, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
  21. Merton, Robert C., 1993. "On the microeconomic theory of investment under uncertainty," Handbook of Mathematical Economics, in: K. J. Arrow & M.D. Intriligator (ed.), Handbook of Mathematical Economics, edition 4, volume 2, chapter 13, pages 601-669, Elsevier.
  22. Gert Elaut & Michael Frömmel & Alexander Mende, 2017. "Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors," International Review of Finance, International Review of Finance Ltd., vol. 17(3), pages 427-450, September.
  23. Francine Roure & Alain Butery, 1982. "Droite de marché des titres et performances des sociétés holdings pures françaises," Revue Économique, Programme National Persée, vol. 33(3), pages 497-540.
  24. William D. Jackson, 1976. "Determinants of long-term bond risk premiums," Working Paper 76-03, Federal Reserve Bank of Richmond.
  25. Grauer, Robert R. & Janmaat, Johannus A., 2004. "The unintended consequences of grouping in tests of asset pricing models," Journal of Banking & Finance, Elsevier, vol. 28(12), pages 2889-2914, December.
  26. Pope, Rulon D. & Paris, Quirino, 1979. "Long Run Equilibrium of the Competitive Firm Under Uncertainty," Working Papers 225647, University of California, Davis, Department of Agricultural and Resource Economics.
  27. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2022. "Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion," Annals of Operations Research, Springer, vol. 313(2), pages 691-712, June.
  28. Patricia Munch & Dennis Smallwood, 1981. "Theory of Solvency Regulation in the Property and Casualty Insurance Industry," NBER Chapters, in: Studies in Public Regulation, pages 119-180, National Bureau of Economic Research, Inc.
  29. Benoit Carmichael & Gilles Boevi Koumou & Kevin Moran, 2021. "The political reception of innovations," Cahiers de recherche 2107, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
  30. Blanche Steyn & Farai Kwenda & Lesley Stainbank, 2020. "Do board-level controls matter? – An agency perspective on socially responsible investment (SRI) company boards in South Africa," South African Journal of Accounting Research, Taylor & Francis Journals, vol. 34(3), pages 205-235, September.
  31. Jean-Jacques Rosa, 1976. "Rentabilité, risque et équilibre à la Bourse de Paris," Revue Économique, Programme National Persée, vol. 27(4), pages 608-662.
  32. Ramser, Hans Jürgen, 1979. "Investition, Unsicherheit und unvollständige Information," Discussion Papers, Series I 131, University of Konstanz, Department of Economics.
  33. Modigliani, Franco. & Pogue, G. A., 1973. "An introduction to risk and return concepts and evidence," Working papers 646-73., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  34. Bick, Avi, 2004. "The mathematics of the portfolio frontier: a geometry-based approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(2), pages 337-361, May.
  35. Ripamonti, Alexandre & Kayo, Eduardo, 2016. "Corporate Governance and Capital Structure: Stock, Bonds and Substitution," MPRA Paper 79457, University Library of Munich, Germany.
  36. Fang, Yi & Wang, Haiping, 2014. "Fund Manager Characteristics and Performance," MPRA Paper 60012, University Library of Munich, Germany.
  37. Grauer, Robert R. & Janmaat, Johannus A., 2010. "Cross-sectional tests of the CAPM and Fama-French three-factor model," Journal of Banking & Finance, Elsevier, vol. 34(2), pages 457-470, February.
  38. Robert S. Harris, 1980. "The Impact Of Corporate Mergers On Acquiring Firms," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(3), pages 283-295, September.
  39. G. P. Diacogiannis, 1999. "A three-dimensional risk-return relationship based upon the inefficiency of a portfolio: derivation and implications," The European Journal of Finance, Taylor & Francis Journals, vol. 5(3), pages 225-235.
  40. Benoît Carmichael & Gilles Boevi Koumou & Kevin Moran, 2021. "The RQE-CAPM : New insights about the pricing of idiosyncratic risk," CIRANO Working Papers 2021s-28, CIRANO.
  41. Rolf Bühner, 1998. "Unternehmensspaltung — Motive und Aktienmarktreaktionen," Schmalenbach Journal of Business Research, Springer, vol. 50(9), pages 809-840, September.
  42. Schmalensee, Richard., 1978. "A simple model of risk and return on long-lived tangible assets," Working papers 1036-78., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  43. Grauer, Robert R. & Janmaat, Johannus A., 2009. "On the power of cross-sectional and multivariate tests of the CAPM," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 775-787, May.
  44. Merton, Robert C., 1980. "On estimating the expected return on the market : An exploratory investigation," Journal of Financial Economics, Elsevier, vol. 8(4), pages 323-361, December.
  45. Kiran Lohano & Muhammad Kashif, 2018. "Testing asset pricing models on the Pakistan Stock Exchange," Business Review, School of Economics and Social Sciences, IBA Karachi, vol. 13(2), pages 1-19, July-Dece.
  46. Robert S. Harris, 1976. "Corporate Investment Rules in a Capital Asset Pricing Model," The American Economist, Sage Publications, vol. 20(1), pages 37-43, March.
  47. Robert L. McDonald, 1982. "Government Debt and Private Leverage: An Extension of the Miller Theorem," NBER Working Papers 0965, National Bureau of Economic Research, Inc.
  48. Julia Lackmann & Jürgen Ernstberger & Michael Stich, 2012. "Market Reactions to Increased Reliability of Sustainability Information," Journal of Business Ethics, Springer, vol. 107(2), pages 111-128, May.
  49. Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2020. "Currency Futures' Risk Premia and Risk Factors," Discussion Papers of DIW Berlin 1866, DIW Berlin, German Institute for Economic Research.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.