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Further results on the constant elasticity of variance call option pricing model
Emanuel, David C.; MacBeth, James D. - In: Journal of financial and quantitative analysis : JFQA 17 (1982) 4, pp. 533-554
Persistent link: https://www.econbiz.de/10002122715
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Risk, return, and equilibrium : Empirical tests
Fama, Eugene F.; MacBeth, James D. - In: Journal of political economy 81 (1973) 3, pp. 607-636
Persistent link: https://www.econbiz.de/10002142686
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Tests of the multiperiod two-parameter model
Fama, Eugene F.; MacBeth, James D. - In: Journal of financial economics 1 (1974) 1, pp. 43-66
Persistent link: https://www.econbiz.de/10002142797
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Stock price dependencies and the valuation of risky assets with discontinuous temporal returns
Jaffe, Jeffrey F.; Merville, Larry J. - In: The journal of finance : the journal of the American … 29 (1974) 5, pp. 1437-1448
Persistent link: https://www.econbiz.de/10003059867