Gold factor exposures in international asset pricing
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Volume (Year): 13 (2003)
Issue (Month): 3 (July)
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- Christie-David, Rohan & Chaudhry, Mukesh & Koch, Timothy W., 2000. "Do macroeconomics news releases affect gold and silver prices?," Journal of Economics and Business, Elsevier, vol. 52(5), pages 405-421.
- Blose, Laurence E. & Shieh, Joseph C. P., 1995. "The impact of gold price on the value of gold mining stock," Review of Financial Economics, Elsevier, vol. 4(2), pages 125-139.
- Ross, Stephen A., 1976. "The arbitrage theory of capital asset pricing," Journal of Economic Theory, Elsevier, vol. 13(3), pages 341-360, December.
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- Murray Frank & Thanasis Stengos, 1989. "Measuring the Strangeness of Gold and Silver Rates of Return," Review of Economic Studies, Oxford University Press, vol. 56(4), pages 553-567.
- Raymond Kan & Chu Zhang, 1999. "Two-Pass Tests of Asset Pricing Models with Useless Factors," Journal of Finance, American Finance Association, vol. 54(1), pages 203-235, 02.
- Tschoegl, Adrian E., 1980. "Efficiency in the gold market -- a note," Journal of Banking & Finance, Elsevier, vol. 4(4), pages 371-379, December.
- Salant, Stephen W & Henderson, Dale W, 1978. "Market Anticipations of Government Policies and the Price of Gold," Journal of Political Economy, University of Chicago Press, vol. 86(4), pages 627-48, August.
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- Selvanathan, Saroja & Selvanathan, E. A., 1999. "The effect of the price of gold on its production: a time-series analysis," Resources Policy, Elsevier, vol. 25(4), pages 265-275, December.
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