Apt Vs. Capm Estimates Of The Return-Generating Function Parameters For Regulated Public Utilities
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References listed on IDEAS
- Ross, Stephen A., 1976.
"The arbitrage theory of capital asset pricing,"
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- Stephen A. Ross, "undated". "The Arbitrage Theory of Capital Asset Pricing," Rodney L. White Center for Financial Research Working Papers 02-73, Wharton School Rodney L. White Center for Financial Research.
- Stephen A. Ross, "undated". "The Arbitrage Theory of Capital Asset Pricing," Rodney L. White Center for Financial Research Working Papers 2-73, Wharton School Rodney L. White Center for Financial Research.
- Bruce N. Lehmann & David M. Modest, 1985. "The Empirical Foundations of the Arbitrage Pricing Theory II: The Optimal Construction of Basis Portfolios," NBER Working Papers 1726, National Bureau of Economic Research, Inc.
- Roll, Richard & Ross, Stephen A, 1984. " A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply," Journal of Finance, American Finance Association, vol. 39(2), pages 347-350, June.
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- Bower, Dorothy H & Bower, Richard S & Logue, Dennis E, 1984. " Arbitrage Pricing Theory and Utility Stock Returns," Journal of Finance, American Finance Association, vol. 39(4), pages 1041-1054, September.
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- David H. Goldenberg & Ashok J. Robin, 1991. "The Arbitrage Pricing Theory And Cost-Of-Capital Estimation: The Case Of Electric Utilities," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 14(3), pages 181-196, September.
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