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Comments and perspectives on "the Capital Asset Pricing Model"

Subrahmanyam, Avanidhar - In: Abacus : a journal of accounting, finance and business … 49 (2013), pp. 79-81

Persistent link: https://www.econbiz.de/10009713146

A critique of the asset pricing theoryʹs tests

Roll, Richard - 1976

Persistent link: https://www.econbiz.de/10002702231

US Treasury inflation-indexed bonds : the design of a new security

Roll, Richard - In: The journal of fixed income 6 (1996) 3, pp. 9-28

Persistent link: https://www.econbiz.de/10001214262

Rational infinitely lived asset prices must be non-stationary

Roll, Richard - In: Journal of banking & finance 26 (2002) 6, pp. 1093-1097

Persistent link: https://www.econbiz.de/10001670758

Investor sentiment, beta, and the cost of equity capital

Antoniou, Constantinos; Doukas, John A.; Subrahmanyam, … - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 347-367

Persistent link: https://www.econbiz.de/10011446188

Cross-sectional determinants of expected returns

Brennan, Michael J.; Chordia, Tarun; Subrahmanyam, Avanidhar - In: The legacy of Fischer Black, (pp. 161-186). 2005

Persistent link: https://www.econbiz.de/10003404044

Covariance risk, mispricing, and the cross section of security returns

Daniel, Kent; Hirshleifer, David; Subrahmanyam, Avanidhar - 2000

Persistent link: https://www.econbiz.de/10001462158

Covariance risk, mispricing, and the cross section of security returns

Daniel, Kent (contributor); Hirshleifer, David (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001522681

Alternative factor specifications, security characteristics, and the cross-section of expected stock returns

Brennan, Michael J. - In: Journal of financial economics 49 (1998) 3, pp. 345-373

Persistent link: https://www.econbiz.de/10001246743

Illiquidity and the cost of equity capital : evidence from actual estimates of capital cost for U.S. data

Goyal, Amit; Subrahmanyam, Avanidhar; Swaminathan, Bhaskaran - 2021

Illiquidity measures appear to be related to monthly realized returns but do they impact long-run costs of capital (CoC) for firms? Using U.S. data, we find cross-sectional evidence that, controlling for market capitalization, the Amihud (2002) measure of illiquidity is negatively related to CoC...

Persistent link: https://www.econbiz.de/10012800436