Работы, на которые ссылается эта работа

Работ: 25

Работа: Verifying Capital Asset Pricing Model in Greek Capital Market

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
William F. Sharpe
Статья1964Цитирований: 18
ABI
Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth
Статья1973Цитирований: 7
ABI
Equilibrium in a Capital Asset Market
Jan Mossin
Статья1966Цитирований: 6
ABI
Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk
William F. Sharpe
Статья1964Цитирований: 6
ABI
On the exclusion of assets from tests of the two-parameter model
Robert F. Stambaugh
Статья1982Цитирований: 5
ABI
The Capital Asset Pricing Model: Some Empirical Tests
Fischer Black, Michael C. Jensen, Myron S. Scholes
Статья1972Цитирований: 5
ABI
TESTING THE CAPITAL ASSET PRICING MODEL (CAPM): THE CASE OF THE EMERGING GREEK SECURITIES MARKET
Grigoris Michailidis, Stavros Tsopoglou, D Papanastasiou
Статья2006Цитирований: 4
ABI
TESTING CAPITAL ASSET PRICING MODEL FOR ROMANIAN CAPITAL MARKET
Alina Lucia Trifan
Статья2009Цитирований: 4
ABI
Capital Market Equilibrium with Restricted Borrowing
Fischer Black
Статья1972Цитирований: 4
ABI
The relationship between return and market value of common stocks
Rolf W. Banz
Статья1981Цитирований: 4
ABI
The Cross‐Section of Expected Stock Returns
Eugene F. Fama, Kenneth R. French
Статья1992Цитирований: 4
ABI
Systematic risk, total risk and size as determinants of stock market returns
Josef Lakonishok, Alan C. Shapiro
Статья1986Цитирований: 3
ABI
Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence
Laxmi Chand Bhandari
Статья1988Цитирований: 3
ABI
A New Empirical Perspective on the CAPM
Marc R. Reinganum
Статья1981Цитирований: 3
ABI
Another Look at the Cross‐section of Expected Stock Returns
S.P. Kothari, Jay Shanken, Richard G. Sloan
Статья1995Цитирований: 3
ABI
INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS
Sudipta Basu
Статья1977Цитирований: 3
ABI
Testing the CAPM: Evidences from Italian Equity Markets
Emanuele Canegrati
Препринт2008Цитирований: 3
ABI
Persuasive evidence of market inefficiency
Barr Rosenberg, Kenneth Reid, Ronald Lanstein
Статья1985Цитирований: 3
ABI
Без названия
ДругоеЦитирований: 3
ABI
Portfolio Selection: Efficient Diversification of Investments.
H. S. Houthakker, Harry M. Markowitz
Статья1962Цитирований: 3
ABI
Economic Value Added and Stock Market Development in Egypt
Mansoor Maitah, Nayif Saleem, Karel Malec +2
Статья2014Цитирований: 3
ABI
Liquidity Preference as Behavior Towards Risk
James Tobin
Статья1958Цитирований: 2
ABI
Без названия
ДругоеЦитирований: 1
ABI
Без названия
ДругоеЦитирований: 1
ABI
Без названия
ДругоеЦитирований: 1
ABI