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New Evidence on the Capital Asset Pricing Model

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  • Friend, Irwin
  • Westerfield, Randolph
  • Granito, Michael

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Suggested Citation

  • Friend, Irwin & Westerfield, Randolph & Granito, Michael, 1978. "New Evidence on the Capital Asset Pricing Model," Journal of Finance, American Finance Association, vol. 33(3), pages 903-917, June.
  • Handle: RePEc:bla:jfinan:v:33:y:1978:i:3:p:903-17
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    Cited by:

    1. repec:taf:oaefxx:v:5:y:2017:i:1:p:1420998 is not listed on IDEAS
    2. Bruce N. Lehmann, 1986. "Residual Risk Revisited," NBER Working Papers 1908, National Bureau of Economic Research, Inc.
    3. Abhay Abhyankar & Angelica Gonzalez, 2007. "What Drives Corporate Bond Market Betas?," ESE Discussion Papers 157, Edinburgh School of Economics, University of Edinburgh.
    4. Salvatore TERREGROSSA, "undated". "Accounting for Estimation Risk in CAPM-generated Forecasts of Firm Earnings Growth," EcoMod2004 330600139, EcoMod.
    5. 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.
    6. repec:eee:jfinec:v:126:y:2017:i:3:p:592-613 is not listed on IDEAS
    7. 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).
    8. 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.
    9. 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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