New Evidence on the Capital Asset Pricing Model
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Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 33 (1978)
Issue (Month): 3 (June)
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- Lubos Pástor & Meenakshi Sinha & Bhaskaran Swaminathan, 2008.
"Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital,"
Journal of Finance,
American Finance Association, vol. 63(6), pages 2859-2897, December.
- Pástor, Luboš & Sinha, Meenakshi & Swaminathan, Bhaskaran, 2006. "Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital," CEPR Discussion Papers 5462, C.E.P.R. Discussion Papers.
- Lubos Pastor & Meenakshi Sinha & Bhaskaran Swaminathan, 2006. "Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital," NBER Working Papers 11941, National Bureau of Economic Research, Inc.
- Hagemeister, Meike & Kempf, Alexander, 2007. "CAPM und erwartete Renditen: Eine Untersuchung auf Basis der Erwartung von Marktteilnehmern," CFR Working Papers 07-01, University of Cologne, Centre for Financial Research (CFR).
- Doukas, John A. & Kim, Chansog & Pantzalis, Christos, 2006. "Divergence of opinion and equity returns under different states of earnings expectations," Journal of Financial Markets, Elsevier, vol. 9(3), pages 310-331, August.
- Bruce N. Lehmann, 1990. "Residual Risk Revisited," NBER Working Papers 1908, National Bureau of Economic Research, Inc.
- Abhay Abhyankar & Angelica Gonzalez, 2007. "What Drives Corporate Bond Market Betas?," ESE Discussion Papers 157, Edinburgh School of Economics, University of Edinburgh.
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