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There are 13214 results for: content related to: The Value Premium and the CAPM

  1. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02628.x

  2. Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective

    The Journal of Finance

    Volume 60, Issue 3, June 2005, Pages: 1167–1219, HANNO N. LUSTIG and STIJN G. VAN NIEUWERBURGH

    Version of Record online : 3 MAY 2005, DOI: 10.1111/j.1540-6261.2005.00759.x

  3. The Revealed Preference of Sophisticated Investors

    European Financial Management

    Jesse Blocher and Marat Molyboga

    Version of Record online : 26 JUL 2017, DOI: 10.1111/eufm.12128

  4. How Do Alphas and Betas Move? Uncertainty, Learning and Time Variation in Risk Loadings

    Oxford Bulletin of Economics and Statistics

    Volume 76, Issue 2, April 2014, Pages: 257–278, Carmine Trecroci

    Version of Record online : 21 JAN 2013, DOI: 10.1111/obes.12018

  5. The CAPM is Alive and Well: A Review and Synthesis

    European Financial Management

    Volume 16, Issue 1, January 2010, Pages: 43–71, Haim Levy

    Version of Record online : 7 DEC 2009, DOI: 10.1111/j.1468-036X.2009.00530.x

  6. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00125

  7. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05201.x

  8. On the CAPM Approach to the Estimation of A Public Utility's Cost of Equity Capital

    The Journal of Finance

    Volume 35, Issue 2, May 1980, Pages: 369–383, ROBERT LITZENBERGER, KRISHNA RAMASWAMY and HOWARD SOSIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb02166.x

  9. Portfolio Selection and Asset Pricing Models

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 179–223, Ľuboš Pástor

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00204

  10. Resolving the Presidential Puzzle

    Financial Management

    Volume 40, Issue 2, Summer 2011, Pages: 331–355, Oumar Sy and Ashraf Al Zaman

    Version of Record online : 23 JUN 2011, DOI: 10.1111/j.1755-053X.2011.01144.x

  11. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05212.x

  12. Does It Pay to Bet Against Beta? On the Conditional Performance of the Beta Anomaly

    The Journal of Finance

    Volume 71, Issue 2, April 2016, Pages: 737–774, SCOTT CEDERBURG and MICHAEL S. O'DOHERTY

    Version of Record online : 18 MAR 2016, DOI: 10.1111/jofi.12383

  13. A Consumption-Based Explanation of Expected Stock Returns

    The Journal of Finance

    Volume 61, Issue 2, April 2006, Pages: 539–580, MOTOHIRO YOGO

    Version of Record online : 9 MAR 2006, DOI: 10.1111/j.1540-6261.2006.00848.x

  14. THE CURRENT STATUS OF THE CAPITAL ASSET PRICING MODEL (CAPM)

    The Journal of Finance

    Volume 33, Issue 3, June 1978, Pages: 885–901, Martin J. Gruber and Stephen A. Ross

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb02029.x

  15. Estimating the Cost of Equity Capital for Property-Liability Insurers

    Journal of Risk and Insurance

    Volume 72, Issue 3, September 2005, Pages: 441–478, J. David Cummins and Richard D. Phillips

    Version of Record online : 15 AUG 2005, DOI: 10.1111/j.1539-6975.2005.00132.x

  16. Estimating the Cost of Equity for Property-Liability Insurance Companies

    Journal of Risk and Insurance

    Volume 75, Issue 1, March 2008, Pages: 101–124, Min-Ming Wen, Anna D Martin, Gene Lai and Thomas J. O'Brien

    Version of Record online : 5 MAR 2008, DOI: 10.1111/j.1539-6975.2007.00250.x

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    Sensitivity of Multivariate Tests of the Capital Asset-Pricing Model to the Return Measurement Interval

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1543–1551, PUNEET HANDA, S. P. KOTHARI and CHARLES WASLEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04767.x

  18. Conditional Skewness in Asset Pricing Tests

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1263–1295, Campbell R. Harvey and Akhtar Siddique

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00247

  19. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05202.x

  20. Asset Pricing with Conditioning Information: A New Test

    The Journal of Finance

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

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00521