RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS

被引:6004
|
作者
FAMA, EF [1 ]
MACBETH, JD [1 ]
机构
[1] UNIV CHICAGO,CHICAGO,IL 60637
关键词
D O I
10.1086/260061
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:607 / 636
页数:30
相关论文
共 50 条
  • [1] NOTE ON RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS
    BRENNER, M
    JOURNAL OF POLITICAL ECONOMY, 1976, 84 (02) : 407 - 409
  • [2] RISK, RETURN, AND EQUILIBRIUM
    FAMA, EF
    JOURNAL OF POLITICAL ECONOMY, 1971, 79 (01) : 30 - 55
  • [3] RISK, RETURN, AND EQUILIBRIUM - AN EXTENSION
    CARROLL, C
    WEI, KCJ
    JOURNAL OF BUSINESS, 1988, 61 (04): : 485 - 499
  • [4] RISK, RETURN, AND EQUILIBRIUM - A REVISIT
    TINIC, SM
    WEST, RR
    JOURNAL OF POLITICAL ECONOMY, 1986, 94 (01) : 126 - 147
  • [5] RETURN, RISK AND EQUILIBRIUM AT PARIS BOURSE
    ROSA, JJ
    REVUE ECONOMIQUE, 1976, 27 (04): : 608 - 662
  • [6] Risk and Return: An Equilibrium Approach.
    Whitelaw, Robert F.
    JOURNAL OF FINANCE, 1997, 52 (03): : 1259 - 1259
  • [7] Empirical tests of the float-adjusted return model
    Zhang, Feng
    Tian, Yao
    Wirjanto, Tony S.
    FINANCE RESEARCH LETTERS, 2009, 6 (04) : 219 - 229
  • [8] Stock market risk and return: An equilibrium approach
    Whitelaw, RF
    REVIEW OF FINANCIAL STUDIES, 2000, 13 (03): : 521 - 547
  • [9] RISK, RETURN AND EQUILIBRIUM - SOME CLARIFYING COMMENTS
    FAMA, EF
    JOURNAL OF FINANCE, 1968, 23 (01): : 29 - 40
  • [10] Risk and return in a dynamic general equilibrium model
    Akdeniz, L
    JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2000, 24 (5-7): : 1079 - 1096