Works cited by this work

21 works

Work: Verifying capital asset pricing model in Greek capital market

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
William F. Sharpe
Article196418 citations
ABI
Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth
Article19737 citations
ABI
Equilibrium in a Capital Asset Market
Jan Mossin
Article19666 citations
ABI
On the exclusion of assets from tests of the two-parameter model
Robert F. Stambaugh
Article19825 citations
ABI
The Capital Asset Pricing Model: Some Empirical Tests
Fischer Black, Michael C. Jensen, Myron S. Scholes
Article19725 citations
ABI
TESTING THE CAPITAL ASSET PRICING MODEL (CAPM): THE CASE OF THE EMERGING GREEK SECURITIES MARKET
Grigoris Michailidis, Stavros Tsopoglou, D Papanastasiou
Article20064 citations
ABI
TESTING CAPITAL ASSET PRICING MODEL FOR ROMANIAN CAPITAL MARKET
Alina Lucia Trifan
Article20094 citations
ABI
THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.]
John Lintner
Chapter19754 citations
ABI
Capital Market Equilibrium with Restricted Borrowing
Fischer Black
Article19724 citations
ABI
The relationship between return and market value of common stocks
Rolf W. Banz
Article19814 citations
ABI
The Cross‐Section of Expected Stock Returns
Eugene F. Fama, Kenneth R. French
Article19924 citations
ABI
Systematic risk, total risk and size as determinants of stock market returns
Josef Lakonishok, Alan C. Shapiro
Article19863 citations
ABI
Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence
Laxmi Chand Bhandari
Article19883 citations
ABI
A New Empirical Perspective on the CAPM
Marc R. Reinganum
Article19813 citations
ABI
Another Look at the Cross‐section of Expected Stock Returns
S.P. Kothari, Jay Shanken, Richard G. Sloan
Article19953 citations
ABI
INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS
Sudipta Basu
Article19773 citations
ABI
Testing the CAPM: Evidences from Italian Equity Markets
Emanuele Canegrati
Preprint20083 citations
ABI
Persuasive evidence of market inefficiency
Barr Rosenberg, Kenneth Reid, Ronald Lanstein
Article19853 citations
ABI
Portfolio Selection: Efficient Diversification of Investments
Alan Stuart, Harry M. Markowitz
Article19593 citations
ABI
Portfolio Selection: Efficient Diversification of Investments.
H. S. Houthakker, Harry M. Markowitz
Article19623 citations
ABI
Economic Value Added and Stock Market Development in Egypt
Mansoor Maitah, Nayif Saleem, Karel Malec +2
Article20143 citations
ABI