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There are 6816 results for: content related to: Does Money Explain Asset Returns? Theory and Empirical Analysis

  1. Arbitrage and the Evaluation of Linear Factor Models in UK Stock Returns

    Financial Review

    Volume 45, Issue 2, May 2010, Pages: 449–468, Jonathan Fletcher

    Article first published online : 16 APR 2010, DOI: 10.1111/j.1540-6288.2010.00255.x

  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. An Intertemporal Capital Asset Pricing Model with Owner-Occupied Housing

    Real Estate Economics

    Volume 38, Issue 3, Fall 2010, Pages: 427–465, Yongqiang Chu

    Article first published online : 11 JUN 2010, DOI: 10.1111/j.1540-6229.2010.00272.x

  8. 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

  9. 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

  10. Explaining the Poor Performance of Consumption-based Asset Pricing Models

    The Journal of Finance

    Volume 55, Issue 6, December 2000, Pages: 2863–2878, John Y. Campbell and John H. Cochrane

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00310

  11. 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

  12. Land of addicts? an empirical investigation of habit-based asset pricing models

    Journal of Applied Econometrics

    Volume 24, Issue 7, November/December 2009, Pages: 1057–1093, Xiaohong Chen and Sydney C. Ludvigson

    Article first published online : 11 AUG 2009, DOI: 10.1002/jae.1091

  13. On Stable Factor Structures in the Pricing of Risk: Do Time-Varying Betas Help or Hurt?

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 549–573, Eric Ghysels

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.224803

  14. Growth Opportunities, Technology Shocks, and Asset Prices

    The Journal of Finance

    Volume 69, Issue 2, April 2014, Pages: 675–718, LEONID KOGAN and DIMITRIS PAPANIKOLAOU

    Article first published online : 17 MAR 2014, DOI: 10.1111/jofi.12136

  15. 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

  16. 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

  17. Can Asset Pricing Models Price Idiosyncratic Risk in U.K. Stock Returns?

    Financial Review

    Volume 42, Issue 4, November 2007, Pages: 507–535, Jonathan Fletcher

    Article first published online : 16 NOV 2007, DOI: 10.1111/j.1540-6288.2007.00181.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

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    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

  20. Temporal Aggregation and the Continuous-Time Capital Asset Pricing Model

    The Journal of Finance

    Volume 44, Issue 4, September 1989, Pages: 871–887, FRANCIS A. LONGSTAFF

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02628.x