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The CAPM : Theoretical Validity, Empirical Intractability and Practical Applications

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  • Philip Brown
  • Terry Walter

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Suggested Citation

  • Philip Brown & Terry Walter, 2013. "The CAPM : Theoretical Validity, Empirical Intractability and Practical Applications," Abacus, Accounting Foundation, University of Sydney, vol. 49, pages 44-50, January.
    • Handle: RePEc:bla:abacus:v:49:y:2013:i::p:44-50
    DOI: 10.1111/abac.2013.49.issue-s1
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    Citations

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    Cited by:

    1. Mike Dempsey, 2014. "The Modigliani and Miller Propositions: The History of a Failed Foundation for Corporate Finance?," Abacus, Accounting Foundation, University of Sydney, vol. 50(3), pages 279-295, September.
    2. Shahzad, Syed Jawad Hussain & Zakaria, Muhammad & Raza, Naveed, 2014. "Sensitivity Analysis of CAPM Estimates: Data Frequency and Time Frame," MPRA Paper 60110, University Library of Munich, Germany.
    3. Balli, Faruk & Chowdhury, Md Iftekhar Hasan & de Bruin, Anne, 2022. "Transition to Islamic equities: Systematic risk and Shari'ah compliance," Global Finance Journal, Elsevier, vol. 51(C).
    4. Philip Ndikum, 2020. "Machine Learning Algorithms for Financial Asset Price Forecasting," Papers 2004.01504, arXiv.org.
    5. Syed Jawad Hussain Shahzad, 2015. "Multiscale Systematic Risk: Empirical Evidence from Pakistan," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 3(12), pages 605-615, December.
    6. Georgi Turlakov, 2015. "Risk and Return – What have we missed?," Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series, Union of Scientists - Varna, Economic Sciences Section, issue 1, pages 40-49, November.
    7. Peter C. Dawson, 2015. "The capital asset pricing model in economic perspective," Applied Economics, Taylor & Francis Journals, vol. 47(6), pages 569-598, February.
    8. Negrea, Bogdan & Toma, Mihai, 2017. "Dynamic CAPM under ambiguity—An experimental approach," Journal of Behavioral and Experimental Finance, Elsevier, vol. 16(C), pages 22-32.
    9. Syed Jawad Hussain Shahzad & Saniya Khalid & Saba Ameer, 2016. "CAPM estimates: Can data frequency and time period lend a hand?," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 3(02), pages 1-12, June.
    10. Julio Sarmiento & Mehdi Sadeghi & Juan S. Sandoval & Edgardo Cayon, 2021. "The application of proxy methods for estimating the cost of equity for unlisted companies: evidence from listed firms," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 1009-1031, October.
    11. Gregory, Alan & Hua, Shan & Tharyan, Rajesh, 2018. "In search of beta," The British Accounting Review, Elsevier, vol. 50(4), pages 425-441.
    12. Hakan Er & Adnan Hushmat, 2017. "The application of technical trading rules developed from spot market prices on futures market prices using CAPM," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 7(3), pages 313-353, December.

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