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There are 12322 results for: content related to: Testing the CAPM with Time-Varying Risks and Returns

  1. Two Paradigms and Nobel Prizes in Economics: a Contradiction or Coexistence?

    European Financial Management

    Volume 18, Issue 2, March 2012, Pages: 163–182, Haim Levy, Enrico G. De Giorgi and Thorsten Hens

    Article first published online : 25 AUG 2011, DOI: 10.1111/j.1468-036X.2011.00617.x

  2. 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

  3. You have free access to this content
    The Capital Asset Pricing Model (CAPM): The History of a Failed Revolutionary Idea in Finance?

    Abacus

    Volume 49, Issue S1, January 2013, Pages: 7–23, Mike Dempsey

    Article first published online : 3 DEC 2012, DOI: 10.1111/j.1467-6281.2012.00379.x

  4. NONNESTED PROCEDURES IN ECONOMETRIC TESTS OF ASSET PRICING THEORIES

    Journal of Financial Research

    Volume 23, Issue 1, Spring 2000, Pages: 103–128, Elyas Elyasiani and Alireza Nasseh

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.2000.tb00812.x

  5. Modelling emerging market risk premia using higher moments

    International Journal of Finance & Economics

    Volume 4, Issue 4, October 1999, Pages: 271–296, Soosung Hwang and Stephen E. Satchell

    Article first published online : 15 OCT 1999, DOI: 10.1002/(SICI)1099-1158(199910)4:4<271::AID-IJFE110>3.0.CO;2-M

  6. Extending the capital asset pricing model: the reward beta approach

    Accounting & Finance

    Volume 47, Issue 1, March 2007, Pages: 69–83, Graham Bornholt

    Article first published online : 27 FEB 2007, DOI: 10.1111/j.1467-629X.2007.00202.x

  7. Examination of Conditional Asset Pricing in UK Stock Returns

    Financial Review

    Volume 37, Issue 3, August 2002, Pages: 447–468, Jonathan Fletcher

    Article first published online : 7 JAN 2003, DOI: 10.1111/0732-8516.00007

  8. Tests of international CAPM with time-varying covariances

    Journal of Applied Econometrics

    Volume 4, Issue 2, April/June 1989, Pages: 119–138, Charles Engel and Anthony P. Rodrigues

    Article first published online : 8 AUG 2006, DOI: 10.1002/jae.3950040203

  9. 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

  10. 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

  11. You have free access to this content
    Multifactor Explanations of Asset Pricing Anomalies

    The Journal of Finance

    Volume 51, Issue 1, March 1996, Pages: 55–84, EUGENE F. FAMA and KENNETH R. FRENCH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05202.x

  12. On the Cross-Sectional Relation between Expected Returns, Betas, and Size

    The Journal of Finance

    Volume 54, Issue 2, April 1999, Pages: 773–789, Robert R. Grauer

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00125

  13. Costs of Equity Capital and Model Mispricing

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 67–121, Ľuboš Pástor and Robert F. Stambaugh

    Article first published online : 6 MAY 2003, DOI: 10.1111/0022-1082.00099

  14. Asset Pricing with Conditioning Information: A New Test

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 161–196, Kevin Q. Wang

    Article first published online : 12 FEB 2003, DOI: 10.1111/1540-6261.00521

  15. Stock Options as Lotteries

    The Journal of Finance

    Volume 69, Issue 4, August 2014, Pages: 1485–1527, BRIAN H. BOYER and KEITH VORKINK

    Article first published online : 18 JUL 2014, DOI: 10.1111/jofi.12152

  16. Simulating and Forecasting Utility Stock Returns: Arbitrage Pricing Theory vs. Capital Asset Pricing Model

    Financial Review

    Volume 25, Issue 1, February 1990, Pages: 1–23, Edward L. Bubnys

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1990.tb01286.x

  17. Some Tests of Linear Asset Pricing with Multivariate Normality

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

    Volume 2, Issue 1, June 1985, Pages: 114–138, J.D. Jobson and Bob Korkie

    Article first published online : 8 APR 2009, DOI: 10.1111/j.1936-4490.1985.tb00397.x

  18. 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

  19. Death Where is Thy Sting? A Response to Dempsey's Despatching of the CAPM

    Abacus

    Volume 49, Issue S1, January 2013, Pages: 69–72, Graham Partington

    Article first published online : 3 DEC 2012, DOI: 10.1111/j.1467-6281.2012.00386.x

  20. Capital gains tax and the capital asset pricing model

    Accounting & Finance

    Volume 43, Issue 2, July 2003, Pages: 187–210, Martin Lally and Tony Van Zijl

    Article first published online : 28 MAY 2003, DOI: 10.1111/1467-629X.00088