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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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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