IDEAS home Printed from https://ideas.repec.org/p/ags/ndtr70/318787.html
   My bibliography  Save this paper

Estimates of the Business Risk Premiums and the Financial Structure Risk Premiums for Selected Railroads Serving the Midwestern United States

Author

Listed:
  • Belt, Brian

Abstract

No abstract is available for this item.

Suggested Citation

  • Belt, Brian, 1979. "Estimates of the Business Risk Premiums and the Financial Structure Risk Premiums for Selected Railroads Serving the Midwestern United States," Transportation Research Forum Proceedings 1970s 318787, Transportation Research Forum.
    • Handle: RePEc:ags:ndtr70:318787
    DOI: 10.22004/ag.econ.318787
    as

    Download full text from publisher

    File URL: https://ageconsearch.umn.edu/record/318787/files/agecon-trf-0917.pdf
    Download Restriction: no
    File URL: https://libkey.io/10.22004/ag.econ.318787?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Ross, Stephen A, 1978. "The Current Status of the Capital Asset Pricing Model (CAPM)," Journal of Finance, American Finance Association, vol. 33(3), pages 885-901, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Jeffrey A. Frankel and William T. Dickens., 1983. "Are Asset-Demand Functions Determined by CAPM?," Research Program in Finance Working Papers 140, University of California at Berkeley.
    2. Nitzan Weiss, 1984. "Reply to a Paradigmatic Comment: Capital Markets, Output, and the Demand for Inputs under Uncertainty," Eastern Economic Journal, Eastern Economic Association, vol. 10(1), pages 79-85, Jan-Mar.
    3. William J. Marshall & Jess B. Yawitz & Edward Greenberg, 1984. "Incentives for Diversification and the Structure of the Conglomerate Firm," NBER Working Papers 1280, National Bureau of Economic Research, Inc.
    4. Balatti, Mirco & Brooks, Chris & Kappou, Konstantina, 2017. "Fundamental indexation revisited: New evidence on alpha," International Review of Financial Analysis, Elsevier, vol. 51(C), pages 1-15.
    5. Frankfurter, George M. & Phillips, Herbert E., 1996. "Normative implications of equilibrium models: Homogeneous expectations and other artificialities," Journal of Economic Behavior & Organization, Elsevier, vol. 31(1), pages 67-83, October.
    6. Dorje C. Brody & Lane P. Hughston & David M. Meier, 2016. "L\'evy-Vasicek Models and the Long-Bond Return Process," Papers 1608.06376, arXiv.org, revised Sep 2016.
    7. Morten Balling & Ernest Gnan, 2013. "The development of financial markets and financial theory: 50 years of interaction," SUERF 50th Anniversary Volume Chapters, in: Morten Balling & Ernest Gnan (ed.), 50 Years of Money and Finance: Lessons and Challenges, chapter 5, pages 157-194, SUERF - The European Money and Finance Forum.
    8. Lefley, Frank, 1997. "Approaches to risk and uncertainty in the appraisal of new technology capital projects," International Journal of Production Economics, Elsevier, vol. 53(1), pages 21-33, November.
    9. Berk, Jonathan B., 1997. "Necessary Conditions for the CAPM," Journal of Economic Theory, Elsevier, vol. 73(1), pages 245-257, March.
    10. Cosset, Jean-Claude & Lampron, Laurent, 1982. "Rentabilité, risque et diversification internationale des banques à charte canadiennes," L'Actualité Economique, Société Canadienne de Science Economique, vol. 58(4), pages 477-492, décembre.
    11. Rama Malladi & Frank J. Fabozzi, 2017. "Equal-weighted strategy: Why it outperforms value-weighted strategies? Theory and evidence," Journal of Asset Management, Palgrave Macmillan, vol. 18(3), pages 188-208, May.
    12. Melino, Angelo, 1988. "The Term Structure of Interest Rates: Evidence and Theory," Journal of Economic Surveys, Wiley Blackwell, vol. 2(4), pages 335-366.
    13. Dorje C. Brody & Lane P. Hughston & David M. Meier, 2018. "Lévy–Vasicek Models And The Long-Bond Return Process," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 21(03), pages 1-26, May.
    14. Lilian de Castro Medeiros & Aureliano Angel Bressan, 2015. "Value Premium and Country Risk as Dimensions to Estimate Conditional Returns: a Study of the Brazilian Market," Brazilian Business Review, Fucape Business School, vol. 12(3), pages 67-90, May.
    15. Michael Dempsey, 2015. "Stock Markets, Investments and Corporate Behavior:A Conceptual Framework of Understanding," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p1007, June.
    16. Mark Van Osnabrugge, 1998. "Do Serial and Non-Serial Investors Behave Differently?: An Empirical and Theoretical Analysis," Entrepreneurship Theory and Practice, , vol. 22(4), pages 23-42, July.
    17. Wonbin Ahn & Hee Soo Lee & Hosun Ryou & Kyong Joo Oh, 2020. "Asset Allocation Model for a Robo-Advisor Using the Financial Market Instability Index and Genetic Algorithms," Sustainability, MDPI, vol. 12(3), pages 1-15, January.
    18. Lee, Hyunchul & Kim, Heeho, 2020. "Time varying integration of European stock markets and monetary drivers," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 369-385.
    19. Anders Johansson, 2009. "Stochastic volatility and time-varying country risk in emerging markets," The European Journal of Finance, Taylor & Francis Journals, vol. 15(3), pages 337-363.
    20. Lee, Yen-Sheng & Vo, Ace & Chapman, Thomas A., 2022. "Examining the Maturity of Bitcoin Price through a Catastrophic Event: The Case of Structural Break Analysis During the COVID-19 Pandemic," Finance Research Letters, Elsevier, vol. 49(C).

    More about this item

    Keywords

    Public Economics;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:ndtr70:318787. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: http://www.trforum.org/journal/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.