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The Market Model and Capital Asset Pricing Theory: A Note

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  • Stapleton, R C
  • Subrahmanyam, M G

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  • Stapleton, R C & Subrahmanyam, M G, 1983. "The Market Model and Capital Asset Pricing Theory: A Note," Journal of Finance, American Finance Association, vol. 38(5), pages 1637-1642, December.
    • Handle: RePEc:bla:jfinan:v:38:y:1983:i:5:p:1637-42
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    Cited by:

    1. Al-Nasseri, Alya & Menla Ali, Faek & Tucker, Allan, 2021. "Investor sentiment and the dispersion of stock returns: Evidence based on the social network of investors," International Review of Financial Analysis, Elsevier, vol. 78(C).
    2. Thomas A. Severini, 2016. "A nonparametric approach to measuring the sensitivity of an asset’s return to the market," Annals of Finance, Springer, vol. 12(2), pages 179-199, May.
    3. Vargas Sanchez, Alejandro, 2018. "The performance of mutual funds in Bolivia (2012-2016)," Revista de Ciencias Económicas, Instituto de Investigaciones en Ciencias Económicas, Universidad de Costa Rica, vol. 36(1), December.
    4. Ball, Ray & Kothari, S. P. & Shanken, Jay, 1995. "Problems in measuring portfolio performance An application to contrarian investment strategies," Journal of Financial Economics, Elsevier, vol. 38(1), pages 79-107, May.
    5. Nawalkha, Sanjay K., 1997. "A multibeta representation theorem for linear asset pricing theories," Journal of Financial Economics, Elsevier, vol. 46(3), pages 357-381, December.
    6. Richard Stapleton & Gregory Connor & Marti G. Subrahmanyam & Bernd P. Luedecke, 1985. "Arbitrage Pricing Theory: The Way Forward," Australian Journal of Management, Australian School of Business, vol. 10(1), pages 109-130, June.
    7. Joseph Golec & John Vernon, 2010. "Financial Effects of Pharmaceutical Price Regulation on R&D Spending by EU versus US Firms," PharmacoEconomics, Springer, vol. 28(8), pages 615-628, August.
    8. Jamie Alcock & Petra Andrlikova, 2018. "Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 56(2), pages 183-216, February.
    9. Ormos, Mihály & Erdős, Péter & Zibriczky, Dávid, 2010. "Egyenes-e a tőkepiaci árazási modell (CAPM) karakterisztikus és értékpapír-piaci egyenese? [Is CAPMs characteristic, security-market line a straight one?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 201-221.
    10. Castillo Aroca, Alberto & Acosta Betancourt, Adelaida Patricia, 2018. "Calidad del empleo y migración interna en Colombia en 2015," Revista de Ciencias Económicas, Instituto de Investigaciones en Ciencias Económicas, Universidad de Costa Rica, vol. 36(1), December.
    11. Steven Toms, 2014. "Accounting-based Risk Management and the Capital Asset Pricing Model: An Empirical Comparison," Australian Accounting Review, CPA Australia, vol. 24(2), pages 127-133, June.
    12. K. C. John Wei & Cheng F. Lee & Alice C. Lee, 1999. "Linear Conditional Expectation, Return Distributions, And Capital Asset Pricing Theories," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 22(4), pages 471-487, December.
    13. Kwamie Dunbar, 2009. "Solving the Non-Linear Dynamic Asset Allocation Problem: Effects of Arbitrary Stochastic Processes and Unsystematic Risk on the Super Efficient Portfolio Space," Working papers 2009-04, University of Connecticut, Department of Economics.

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