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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The journal of economic perspectives : EP ; a journal of the American Economic Association"
~isPartOf:"The journal of law & economics"
~subject:"CAPM"
~type_genre:"Article in journal"
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CAPM
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Chang, Eric Chieh
2
Guo, Hui
2
Karceski, Jason
2
Maio, Paulo
2
Affleck-Graves, John F.
1
Amin, Gaurav S.
1
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1
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Journal of financial and quantitative analysis : JFQA
The journal of economic perspectives : EP ; a journal of the American Economic Association
The journal of law & economics
The journal of finance : the journal of the American Finance Association
109
The review of financial studies
106
Journal of financial economics
43
The journal of futures markets
29
Journal of banking & finance
28
Advances in futures and options research : a research annual
21
Journal of political economy
21
Journal of empirical finance
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of international money and finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
The financial review : the official publication of the Eastern Finance Association
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The journal of business : B
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The journal of portfolio management : a publication of Institutional Investor
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Real estate economics : journal of the American Real Estate and Urban Economics Association
12
Review of quantitative finance and accounting
12
The journal of financial research
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11
Quarterly journal of business and economics : QJBE
11
Journal of monetary economics
10
Macroeconomic dynamics
10
The European journal of finance
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Advances in quantitative analysis of finance and accounting : a research annual
9
International review of financial analysis
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Journal of economics & business
9
American journal of agricultural economics
8
Applied economics
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Review of futures markets
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The North American journal of economics and finance : a journal of financial economics studies
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Financial analysts' journal : FAJ
6
Global finance journal
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International review of economics & finance : IREF
6
Journal of money, credit and banking : JMCB
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
A portfolio of Nobel laureates : Markowitz, Miller and Sharpe
Varian, Hal R.
- In:
The journal of economic perspectives : EP ; a journal …
7
(
1993
)
1
,
pp. 159-169
Persistent link: https://www.econbiz.de/10001142223
Saved in:
2
Macroeconomic forces, systematic risk, and financial variables : an empirical investigation
Young, Saul David
(
contributor
)
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
4
,
pp. 559-564
Persistent link: https://www.econbiz.de/10001119155
Saved in:
3
Transaction data tests of S&P 100 call option pricing
Sheikh, Aamir M.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
4
,
pp. 459-475
Persistent link: https://www.econbiz.de/10001119165
Saved in:
4
Information and diversity of analyst opinion
Barry, Christopher Borden
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
2
,
pp. 169-183
Persistent link: https://www.econbiz.de/10001125363
Saved in:
5
Consumer reaction to measures of poor quality : evidence from the mutual fund industry
Ippolito, Richard A.
- In:
The journal of law & economics
35
(
1992
)
1
,
pp. 45-70
Persistent link: https://www.econbiz.de/10001127965
Saved in:
6
Multivariate tests of asset pricing : the comparative power of alternative statistics
Affleck-Graves, John F.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
2
,
pp. 163-185
Persistent link: https://www.econbiz.de/10001089822
Saved in:
7
Time-varying return and risk in the corporate bond market
Chang, Eric Chieh
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
3
,
pp. 323-340
Persistent link: https://www.econbiz.de/10001096422
Saved in:
8
Stock market seasonals and prespecified multifactor pricing relations
Chang, Eric Chieh
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
4
,
pp. 517-533
Persistent link: https://www.econbiz.de/10001098659
Saved in:
9
A new test of the three-moment capital asset pricing model
Lim, Kian-Guan
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
2
,
pp. 205-216
Persistent link: https://www.econbiz.de/10001067212
Saved in:
10
Asset pricing in a generalized mean-lower partial moment framework : theory and evidence
Harlow, W. V.
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
3
,
pp. 285-311
Persistent link: https://www.econbiz.de/10001074012
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