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19 ta ish

Ish: Verifying Capital Asset Pricing Model in Greek Capital Market

  1. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

    William F. Sharpe

    Maqola196421 iqtibos
    ABI

  2. Equilibrium in a Capital Asset Market

    Jan Mossin

    Maqola19667 iqtibos
    ABI

  3. Risk, Return, and Equilibrium: Empirical Tests

    Eugene F. Fama, James D. MacBeth

    Maqola19737 iqtibos
    ABI

  4. On the exclusion of assets from tests of the two-parameter model

    Robert F. Stambaugh

    Maqola19825 iqtibos
    ABI

  5. The Capital Asset Pricing Model: Some Empirical Tests

    Fischer Black, Michael C. Jensen, Myron S. Scholes

    Maqola19725 iqtibos
    ABI

  6. The relationship between return and market value of common stocks

    Rolf W. Banz

    Maqola19815 iqtibos
    ABI

  7. TESTING THE CAPITAL ASSET PRICING MODEL (CAPM): THE CASE OF THE EMERGING GREEK SECURITIES MARKET

    Grigoris Michailidis, Stavros Tsopoglou, D Papanastasiou

    Maqola20064 iqtibos
    ABI

  8. TESTING CAPITAL ASSET PRICING MODEL FOR ROMANIAN CAPITAL MARKET

    Alina Lucia Trifan

    Maqola20094 iqtibos
    ABI

  9. 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

    Bob19754 iqtibos
    ABI

  10. Capital Market Equilibrium with Restricted Borrowing

    Fischer Black

    Maqola19724 iqtibos
    ABI

  11. INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS

    Sudipta Basu

    Maqola19774 iqtibos
    ABI

  12. The Cross‐Section of Expected Stock Returns

    Eugene F. Fama, Kenneth R. French

    MaqolaOchiq kirish19924 iqtibos
    ABI

  13. Portfolio Selection: Efficient Diversification of Investments

    Alan Stuart, Harry M. Markowitz

    Maqola19594 iqtibos
    ABI

  14. Systematic risk, total risk and size as determinants of stock market returns

    Josef Lakonishok, Alan C. Shapiro

    Maqola19863 iqtibos
    ABI

  15. Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence

    Laxmi Chand Bhandari

    Maqola19883 iqtibos
    ABI

  16. A New Empirical Perspective on the CAPM

    Marc R. Reinganum

    Maqola19813 iqtibos
    ABI

  17. Another Look at the Cross‐section of Expected Stock Returns

    S.P. Kothari, Jay Shanken, Richard G. Sloan

    Maqola19953 iqtibos
    ABI

  18. Testing the CAPM: Evidences from Italian Equity Markets

    Emanuele Canegrati

    Preprint20083 iqtibos
    ABI

  19. Persuasive evidence of market inefficiency

    Barr Rosenberg, Kenneth Reid, Ronald Lanstein

    Maqola19853 iqtibos
    ABI