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Risk and Return: A New Look

In: The Changing Roles of Debt and Equity in Financing U.S. Capital Formation

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  • Burton G. Malkiel

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  • Burton G. Malkiel, 1982. "Risk and Return: A New Look," NBER Chapters, in: The Changing Roles of Debt and Equity in Financing U.S. Capital Formation, pages 27-46, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:11393
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    References listed on IDEAS

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    1. Stephen A. Ross, 2013. "The Arbitrage Theory of Capital Asset Pricing," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 1, pages 11-30, World Scientific Publishing Co. Pte. Ltd..
    2. Roll, Richard, 1977. "A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory," Journal of Financial Economics, Elsevier, vol. 4(2), pages 129-176, March.
    3. Burton G. Malkiel & John G. Cragg, 1980. "Expectations and the Valuation of Shares," NBER Working Papers 0471, National Bureau of Economic Research, Inc.
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    Cited by:

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    2. John A. Doukas & Chansog (Francis) Kim & Christos Pantzalis, 2002. "A Test of the Errors‐in‐Expectations Explanation of the Value/Glamour Stock Returns Performance: Evidence from Analysts' Forecasts," Journal of Finance, American Finance Association, vol. 57(5), pages 2143-2165, October.
    3. Sumit Kumar Maji & Arindam Laha & Debasish Sur, 2020. "Dynamic Nexuses between Macroeconomic Variables and Sectoral Stock Indices: Reflection from Indian Manufacturing Industry," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 45(3), pages 239-269, August.
    4. Doukas, John A. & McKnight, Phillip J. & Pantzalis, Christos, 2005. "Security analysis, agency costs, and UK firm characteristics," International Review of Financial Analysis, Elsevier, vol. 14(5), pages 493-507.
    5. Lorenzo Casavecchia & Gerhard Hambusch & Justin Hitchen, 2022. "The impact of analyst forecast errors on fundamental indexation: the Australian evidence," Journal of Asset Management, Palgrave Macmillan, vol. 23(5), pages 400-418, September.
    6. Vishal Gaur & Saravanan Kesavan & Ananth Raman & Marshall L. Fisher, 2007. "Estimating Demand Uncertainty Using Judgmental Forecasts," Manufacturing & Service Operations Management, INFORMS, vol. 9(4), pages 480-491, April.
    7. Hosseini, Seyed Mehdi & Ahmad, Zamri & Lai, Yew Wah, 2011. "The Role of Macroeconomic Variables on Stock Market Index in China and India," MPRA Paper 112215, University Library of Munich, Germany.

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