THE MARKET MODEL AND CAPITAL-ASSET PRICING THEORY - A NOTE

被引：18

|

作者：

STAPLETON, RC

SUBRAHMANYAM, MG

机构：

[1] MANCHESTER BUSINESS SCH, MANCHESTER M15 6PB, LANCS, ENGLAND

[2] NYU, NEW YORK, NY 10003 USA

来源：

JOURNAL OF FINANCE | 1983年 / 38卷 / 05期

关键词：

D O I：

10.2307/2327592

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：1637 / 1642

页数：6

相关论文

共 50 条

[1] THE CAPITAL-ASSET PRICING MODEL - THEORY AND EMPIRICISM
LEVY, H
ECONOMIC JOURNAL, 1983, 93 (369): : 145 - 165
[2] THEORY OF CAPITAL-MARKET - BASIS, EXTENSION AND APPLICABILITY OF THE CAPITAL-ASSET PRICING MODEL
RUDOLPH, B
ZEITSCHRIFT FUR BETRIEBSWIRTSCHAFT, 1979, 49 (11): : 1034 - 1067
[3] CAPITAL-ASSET PRICING MODEL
MULLINS, DW
HARVARD BUSINESS REVIEW, 1982, 60 (02) : 203 - &
[4] BEHAVIORAL CAPITAL-ASSET PRICING THEORY
SHEFRIN, H
STATMAN, M
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1994, 29 (03) : 323 - 349
[5] A NOTE ON CAPITAL-ASSET PRICING MODEL UNDER UNCERTAIN INFLATION
PYUN, CS
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1980, 15 (02) : 425 - 434
[6] MARTINGALES AND THE THEORY OF CAPITAL-ASSET PRICING
SHREVE, SE
LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES, 1992, 180 : 809 - 823
[7] A　Research　of　China　Stock　Market　by　Capital-Asset　Pricing　Model
ZHAN Yuanrui LU Lining Management Institute Tianjin University
Journal of Systems Science and Systems Engineering, 1997, (03) : 51 - 55
[8] AN ALTERNATIVE TEST OF THE CAPITAL-ASSET PRICING MODEL
CHENG, PL
GRAUER, RR
AMERICAN ECONOMIC REVIEW, 1980, 70 (04): : 660 - 671
[9] DOES THE CAPITAL-ASSET PRICING MODEL WORK
MULLINS, DW
HARVARD BUSINESS REVIEW, 1982, 60 (01) : 105 - 114
[10] ANOTHER LOOK AT THE CAPITAL-ASSET PRICING MODEL
LEVY, H
QUARTERLY REVIEW OF ECONOMICS AND BUSINESS, 1984, 24 (02): : 5 - 32

← 1 2 3 4 5 →