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There are 2986386 results for: content related to: Reference Variables, Factor Structure, and the Approximate Multibeta Representation

  1. Arbitrage Pricing Theory

    Standard Article

    Encyclopedia of Quantitative Finance

    Haim Reisman

    Published Online : 15 MAY 2010, DOI: 10.1002/9780470061602.eqf03003

  2. The Current State of the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1569–1574, JAY SHANKEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04671.x

  3. 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

  4. Using Expectations to Test Asset Pricing Models

    Financial Management

    Volume 34, Issue 3, September 2005, Pages: 31–64, Alon Brav, Reuven Lehavy and Roni Michaely

    Article first published online : 27 OCT 2008, DOI: 10.1111/j.1755-053X.2005.tb00109.x

  5. LINEAR CONDITIONAL EXPECTATION, RETURN DISTRIBUTIONS, AND CAPITAL ASSET PRICING THEORIES

    Journal of Financial Research

    Volume 22, Issue 4, Winter 1999, Pages: 471–487, K. C. John Wei, Cheng F. Lee and Alice C. Lee

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1999.tb00706.x

  6. Asset-pricing Tests under Alternative Distributions

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1927–1942, GUOFU ZHOU

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05134.x

  7. The Number of Factors in Security Returns

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1247–1262, STEPHEN J. BROWN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02652.x

  8. On the Stability of the Cross-Section of Expected Stock Returns in the Cross-Section: Understanding the Curious Role of Share Turnover

    European Financial Management

    Volume 11, Issue 5, November 2005, Pages: 661–678, Avanidhar Subrahmanyam

    Article first published online : 8 NOV 2005, DOI: 10.1111/j.1354-7798.2005.00303.x

  9. 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

  10. RISK-RETURN SEASONALITY AND MACROECONOMIC VARIABLES

    Journal of Financial Research

    Volume 17, Issue 3, Fall 1994, Pages: 347–361, Partha Gangopadhyay

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1994.tb00197.x

  11. 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

  12. Financial Intermediaries and the Cross-Section of Asset Returns

    The Journal of Finance

    Volume 69, Issue 6, December 2014, Pages: 2557–2596, TOBIAS ADRIAN, ERKKO ETULA and TYLER MUIR

    Article first published online : 10 NOV 2014, DOI: 10.1111/jofi.12189

  13. 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

  14. 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

  15. Testing Portfolio Efficiency when the Zero-Beta Rate is Unknown: A Note

    The Journal of Finance

    Volume 41, Issue 1, March 1986, Pages: 269–276, JAY SHANKEN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04506.x

  16. Another Look at the Cross-section of Expected Stock Returns

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 185–224, S. P. KOTHARI, JAY SHANKEN and RICHARD G. SLOAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05171.x

  17. 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

  18. Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 601–619, BRUCE N. LEHMANN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04571.x

  19. LIQUIDITY AND ASSET PRICING UNDER THE THREE-MOMENT CAPM PARADIGM

    Journal of Financial Research

    Volume 30, Issue 3, Fall 2007, Pages: 379–398, Duong Nguyen, Suchismita Mishra, Arun Prakash and Dilip K. Ghosh

    Article first published online : 6 AUG 2007, DOI: 10.1111/j.1475-6803.2007.00219.x

  20. 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