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Ключевое слово capm [21 articles]

Recent papers classified by the tag capm.
  • Government Regulation and Structural Change in the Corporate Acquisitions Market: The Impact of the Williams Act
    The Journal of Financial and Quantitative Analysis, Vol. 28, No. 3. (1993), pp. 363-379.
    by Paul H Malatesta, Rex Thompson
    posted to value tender studies return regulation rates present offers of mergers impacts federal capm bayesian analysis acquisitions by yanshanxiao on 2008-09-24 00:24:02 as **
  • The Cross-Section of Expected Stock Returns
    The Journal of Finance, Vol. 47, No. 2. (1992), pp. 427-465.
    by Eugene F Fama, Kenneth R French
    posted to securities regression markets capm analysis by yanshanxiao on 2008-09-24 00:05:33 as ** along with 4 people and 1 group pdlug gi0rgi0ne hgunji bimbo EntrepreneurialRisks
  • The game-theoretic capital asset pricing model
    (2001)
    by V Vovk, G Shafer
    posted to capm game-theory by Scis0000002 on 2007-11-04 02:01:02 as **
  • Game-Theoretic Capital Asset Pricing in Continuous Time
    by Vladimir Vovk, Glenn Shafer
    posted to capm game-theory pricing by scis0000001 on 2007-04-01 16:04:18 as **
  • Investor Diversification and International Equity Markets
    The American Economic Review, Vol. 81, No. 2. (1991), pp. 222-226.
    by Kenneth R French, James M Poterba
    posted to behaviour capm portfolio by RobHayward on 2008-06-21 12:44:23 as *****
  • International portfolio diversification: A study of linkages among the U.S., European and Japanese equity markets
    Journal of Multinational Financial Management, Vol. 16, No. 4. (October 2006), pp. 440-458.
    by Fahimeh Rezayat, Burhan F Yavas
    posted to capm equity finance portfolio by RobHayward on 2006-10-03 13:46:58 as **
  • notes Measuring security price performance
    Journal of Financial Economics, Vol. 8, No. 3. (September 1980), pp. 205-258.
    by Stephen J Brown, Jerold B Warner
    posted to capm econometrics emh by RobHayward on 2007-08-17 09:13:25 as *** along with 2 people jchau ChristianRauh
  • On the determinants of portfolio choice
    Journal of Economic Behavior & Organization, Vol. In Press, Corrected Proof
    by Bart Frijns, Esther Koellen, Thorsten Lehnert
    posted to behaviour capm emh portfolio by RobHayward on 2006-12-03 08:43:17 as **
  • notes Costly arbitrage and the myth of idiosyncratic risk
    Journal of Accounting and Economics, Vol. In Press, Corrected Proof
    by Jeffrey Pontiff
    posted to behaviour capm momentum by RobHayward on 2006-05-30 13:39:50 as ** along with 1 person Westerkamp
  • An Asset Allocation Puzzle
    The American Economic Review, Vol. 87, No. 1. (1997), pp. 181-191.
    by Niko Canner, Gregory N Mankiw, David N Weil
    posted to capm emh equity finance by RobHayward on 2007-08-17 08:04:02 as **
  • Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk
    Journal of Financial Economics, Vol. 80, No. 2. (May 2006), pp. 309-349.
    by Ronnie Sadka
    posted to behaviour capm equity finance microstructure by RobHayward on 2006-05-02 13:10:30 as *****
  • Revisiting the home bias puzzle: Downside equity risk
    Journal of International Money and Finance, Vol. 26, No. 7. (November 2007), pp. 1239-1260.
    by Rachel A Campbell, Roman Kräussl
    posted to capm emh finance risk by RobHayward on 2008-06-23 07:13:55 as *****
  • Why is the accrual anomaly not arbitraged away? The role of idiosyncratic risk and transaction costs
    Journal of Accounting and Economics, Vol. In Press, Corrected Proof
    by Christina Mashruwala, Shivaram Rajgopal, Terry Shevlin
    posted to bop capm momentum by RobHayward on 2006-05-23 13:24:20 as ***
  • A primer on hedge funds
    Journal of Empirical Finance, Vol. 6, No. 3. (September 1999), pp. 309-331.
    by William Fung, David A Hsieh
    posted to capm fund hedge option by RobHayward on 2008-05-01 13:27:31 as **
  • The conditional CAPM does not explain asset-pricing anomalies
    Journal of Financial Economics, Vol. 82, No. 2. (November 2006), pp. 289-314.
    by Jonathan Lewellen, Stefan Nagel
    posted to capm finance by RobHayward on 2006-11-07 15:17:39 as ** along with 1 person Westerkamp
  • Disagreement, tastes, and asset prices
    Journal of Financial Economics, Vol. In Press, Corrected Proof
    by Eugene F Fama, Kenneth R French
    posted to capm emh finance by RobHayward on 2006-12-01 08:46:50 as *****
  • The Capital Asset Pricing Model: Theory and Evidence
    The Journal of Economic Perspectives, Vol. 18, No. 3. (2004), pp. 25-46.
    by Eugene F Fama, Kenneth R French
    posted to capm finance by RobHayward on 2007-05-17 13:41:11 as ***** along with 2 people tkravitz pirapira
  • Devaluating projects and the investment-uncertainty relationship
    Journal of Economic Dynamics and Control, Vol. 31, No. 12. (December 2007), pp. 3881-3888.
    by Oscar Gutierrez
    posted to capm investment real-options uncertainty by kenjimyzk on 2007-12-09 05:30:51 as **
  • Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk
    The Journal of Finance, Vol. 19, No. 3. (1964), pp. 425-442.
    by William F Sharpe
    posted to finance capm by gi0rgi0ne to the group EntrepreneurialRisks on 2007-08-05 16:36:52 as **
  • Capital Asset Prices with and without Negative Holdings
    The Journal of Finance, Vol. 46, No. 2. (1991), pp. 489-509.
    by William F Sharpe
    posted to pricing nobel finance capm by gi0rgi0ne to the group EntrepreneurialRisks on 2007-08-03 15:22:50 as **
  • Airline industry deregulation and changes in systematic risk
    Transportation, Vol. 17, No. 1. (28 January 1990), pp. 49-66.
    by Steven Allen, Lawrence Cunningham, Wallace Wood
    posted to capm risk by ChristianRauh on 2007-09-28 11:09:25 as read
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