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~subject:"CAPM"
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Search: subject:"1926-1987"
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CAPM
1926-1987
17
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Bollerslev, Tim
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Chou, Ray Yeutien
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The journal of finance : the journal of the American Finance Association
2
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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1
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
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2
Measuring risk aversion from exess returns on a stock index
Chou, Ray Yeutien
;
Engle, Robert F.
;
Kane, Alex
-
1991
Persistent link: https://www.econbiz.de/10000811503
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3
Tests of the CAPM with time-varying covariances : a multivariate GARCH approach
Ng, Lilian K.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
4
,
pp. 1507-1521
Persistent link: https://www.econbiz.de/10001112556
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4
Diagnosing asset pricing models using the distribution of asset returns
Snow, Karl N.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
3
,
pp. 955-983
Persistent link: https://www.econbiz.de/10001110301
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