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There are 17966 results for: content related to: Multi-Beta CAPM or Equilibrium-APT?: A Reply

  1. Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2617–2649, RAYMOND KAN, CESARE ROBOTTI and JAY SHANKEN

    Article first published online : 12 NOV 2013, DOI: 10.1111/jofi.12035

  2. Yes, The APT Is Testable

    The Journal of Finance

    Volume 40, Issue 4, September 1985, Pages: 1173–1188, PHILIP H. DYBVIG and STEPHEN A. ROSS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02370.x

  3. An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression

    The Journal of Finance

    Volume 53, Issue 4, August 1998, Pages: 1285–1309, Ravi Jagannathan and Zhenyu Wang

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00053

  4. The Conditional CAPM and the Cross-Section of Expected Returns

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 3–53, RAVI JAGANNATHAN and ZHENYU WANG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05201.x

  5. RISK AND RETURN ON CANADIAN CAPITAL MARKETS

    Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration

    Volume 5, Issue 1, March 1988, Pages: 1–12, A.L. Calvet and J. Lefoll

    Article first published online : 8 APR 2009, DOI: 10.1111/j.1936-4490.1988.tb00460.x

  6. An Asset-Pricing Theory Unifying the CAPM and APT

    The Journal of Finance

    Volume 43, Issue 4, September 1988, Pages: 881–892, K. C. JOHN WEI

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb02610.x

  7. Mean-Variance Spanning

    The Journal of Finance

    Volume 42, Issue 4, September 1987, Pages: 873–888, GUR HUBERMAN and SHMUEL KANDEL

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb03917.x

  8. Lazy Investors, Discretionary Consumption, and the Cross-Section of Stock Returns

    The Journal of Finance

    Volume 62, Issue 4, August 2007, Pages: 1623–1661, RAVI JAGANNATHAN and YONG WANG

    Article first published online : 14 AUG 2007, DOI: 10.1111/j.1540-6261.2007.01253.x

  9. Some Tests of APT Mispricing Using Mimicking Portfolios

    Financial Review

    Volume 29, Issue 2, May 1994, Pages: 153–192, Lawrence Kryzanowski, Simon Lalancette and Minh Chau To

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1994.tb00817.x

  10. ALTERNATIVE TESTS OF THE ZERO-BETA CAPM

    Journal of Financial Research

    Volume 23, Issue 4, Winter 2000, Pages: 469–493, Pin-Huang Chou

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.2000.tb00756.x

  11. Constructing and Testing Alternative Versions of the Fama–French and Carhart Models in the UK

    Journal of Business Finance & Accounting

    Volume 40, Issue 1-2, January/February 2013, Pages: 172–214, Alan Gregory, Rajesh Tharyan and Angela Christidis

    Article first published online : 25 FEB 2013, DOI: 10.1111/jbfa.12006

  12. A Multivariate Test of a Dual-Beta CAPM: Australian Evidence

    Financial Review

    Volume 36, Issue 4, November 2001, Pages: 157–174, Robert Faff

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.2001.tb00034.x

  13. Volatility Risk Premium, Risk Aversion, and the Cross-Section of Stock Returns

    Financial Review

    Volume 45, Issue 4, November 2010, Pages: 1079–1100, Peter Nyberg and Anders Wilhelmsson

    Article first published online : 11 OCT 2010, DOI: 10.1111/j.1540-6288.2010.00286.x

  14. Are the Latent Variables in Time-Varying Expected Returns Compensation for Consumption Risk?

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 397–429, WAYNE E. FERSON

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03696.x

  15. Does Money Explain Asset Returns? Theory and Empirical Analysis

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 345–361, K. C. CHAN, SILVERIO FORESI and LARRY H. P. LANG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05212.x

  16. Industry-Specific Human Capital, Idiosyncratic Risk, and the Cross-Section of Expected Stock Returns

    The Journal of Finance

    Volume 68, Issue 1, February 2013, Pages: 43–84, ESTHER EILING

    Article first published online : 11 JAN 2013, DOI: 10.1111/j.1540-6261.2012.01794.x

  17. You have free access to this content
    CONSUMPTION, MONEY, INTRATEMPORAL SUBSTITUTION, AND CROSS-SECTIONAL ASSET RETURNS

    Journal of Financial Research

    Volume 36, Issue 1, Spring 2013, Pages: 115–146, Li Gu and Dayong Huang

    Article first published online : 19 MAR 2013, DOI: 10.1111/j.1475-6803.2013.12005.x

  18. OLIVE: A SIMPLE METHOD FOR ESTIMATING BETAS WHEN FACTORS ARE MEASURED WITH ERROR

    Journal of Financial Research

    Volume 34, Issue 1, Spring 2011, Pages: 27–60, J. Ginger Meng, Gang Hu and Jushan Bai

    Article first published online : 18 MAR 2011, DOI: 10.1111/j.1475-6803.2010.01284.x

  19. Empirical Tests of the Consumption-Oriented CAPM

    The Journal of Finance

    Volume 44, Issue 2, June 1989, Pages: 231–262, DOUGLAS T. BREEDEN, MICHAEL R. GIBBONS and ROBERT H. LITZENBERGER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb05056.x

  20. An empirical analysis of risk premia in futures markets

    Journal of Futures Markets

    Volume 13, Issue 6, September 1993, Pages: 611–630, Hendrik Bessembinder

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990130604