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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/10002406272
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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/10002406283
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Subperiod aggregation and the power of multivariate tests of portfolio efficiency
Gibbons, Michael R.
- In:
Journal of financial economics
2
(
1987
),
pp. 389-394
Persistent link: https://www.econbiz.de/10001036353
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The effect of personal taxes and dividends on capital asset prices : theory and empirical evidence
Litzenberger, Robert H.
;
Ramaswamy, Krishna
- In:
Journal of financial economics
7
(
1979
)
2
,
pp. 163-195
Persistent link: https://www.econbiz.de/10002385679
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5
The valuation of floating rate instruments : theory and evidence
Ramaswamy, Krishna
- In:
Journal of financial economics
17
(
1986
)
2
,
pp. 251-272
Persistent link: https://www.econbiz.de/10001015035
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