New Evidence on the Capital Asset Pricing Model
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- repec:taf:oaefxx:v:5:y:2017:i:1:p:1420998 is not listed on IDEAS
- Bruce N. Lehmann, 1986. "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.
- Salvatore TERREGROSSA, "undated". "Accounting for Estimation Risk in CAPM-generated Forecasts of Firm Earnings Growth," EcoMod2004 330600139, EcoMod.
- Lubos Pástor & Meenakshi Sinha & Bhaskaran Swaminathan, 2008.
"Estimating the Intertemporal Risk-Return Tradeoff Using the Implied Cost of Capital,"
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- 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.
- 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.
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- 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).
- Ali Jahankhani & George E. Pinches, 1982. "Duration And The Nonstationarity Of Systematic Risk For Bonds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 5(2), pages 151-160, June.
- 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.
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