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The Benchmark Beta, CAPM, and Pricing Anomalies

✍ Scribed by Cheol S. Eun

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The conditional CAPM does not explain as

✍ Jonathan Lewellen; Stefan Nagel 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 291 KB

Time-Varying Betas Help in Asset Pricing

✍ Akdeniz, Levent (author);Altay-Salih, Aslihan (author);Caner, Mehmet (author) 📂 Article 📅 2003 🏛 Walter de Gruyter GmbH 🌐 English ⚖ 307 KB

Time-Varying Betas Help in Asset Pricing

✍ Akdeniz, Levent (author);Altay-Salih, Aslihan (author);Caner, Mehmet (author) 📂 Article 📅 2003 🏛 Walter de Gruyter GmbH 🌐 English ⚖ 307 KB

Stock return dynamics and the CAPM anoma

✍ Hagtvedt, Reidar 📂 Article 📅 2009 🏛 Taylor and Francis Group 🌐 English ⚖ 114 KB

An Asset-Pricing Theory Unifying the CAP

✍ K. C. John Wei 📂 Article 📅 1988 🏛 John Wiley and Sons 🌐 English ⚖ 300 KB

LIQUIDITY AND ASSET PRICING UNDER THE TH

✍ Duong Nguyen; Suchismita Mishra; Arun Prakash; Dilip K. Ghosh 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 515 KB