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Testing asset pricing models with changing expectations and an unobservable market portfolio
Gibbons, Michael R.; Ferson, Wayne - In: Journal of Financial Economics 14 (1985) 2, pp. 217-236
Persistent link: https://www.econbiz.de/10005376792
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Subperiod aggregation and the power of multivariate tests of portfolio efficiency
Gibbons, Michael R.; Shanken, Jay - In: Journal of Financial Economics 19 (1987) 2, pp. 389-394
Persistent link: https://www.econbiz.de/10005376924
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Inflation, real returns and capital investment
Fama, Eugene F.; Gibbons, Michael R. - In: Journal of Monetary Economics 9 (1982) 3, pp. 297-323
Persistent link: https://www.econbiz.de/10005131843
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A comparison of inflation forecasts
Fama, Eugene F.; Gibbons, Michael R. - In: Journal of Monetary Economics 13 (1984) 3, pp. 327-348
Persistent link: https://www.econbiz.de/10005182377
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Multivariate tests of financial models : A new approach
Gibbons, Michael R. - In: Journal of Financial Economics 10 (1982) 1, pp. 3-27
Persistent link: https://www.econbiz.de/10005122044
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On the volatility of bond prices
Gibbons, Michael R. - In: Carnegie-Rochester Conference Series on Public Policy 31 (1989) 1, pp. 139-175
Persistent link: https://www.econbiz.de/10005430813
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The Valuation of Options on Futures Contracts.
Ramaswamy, Krishna; Sundaresan, Suresh M - In: Journal of Finance 40 (1985) 5, pp. 1319-40
Persistent link: https://www.econbiz.de/10005303120
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The valuation of floating-rate instruments : Theory and evidence
Ramaswamy, Krishna; Sundaresan, Suresh M. - In: Journal of Financial Economics 17 (1986) 2, pp. 251-272
Persistent link: https://www.econbiz.de/10005362642
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The Effects of Dividends on Common Stock Prices: Tax Effects or Information Effects?
Litzenberger, Robert H; Ramaswamy, Krishna - In: Journal of Finance 37 (1982) 2, pp. 429-43
Persistent link: https://www.econbiz.de/10005214205
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On the CAP M Approach to the Estimation of a Public Utility's Cost of Equity Capital.
Litzenberger, Robert; Ramaswamy, Krishna; Sosin, Howard - In: Journal of Finance 35 (1980) 2, pp. 369-83
Persistent link: https://www.econbiz.de/10005214753