Testing the CAPM: Evidences from Italian Equity Markets
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References listed on IDEAS
- Gu, Anthony Yanxiang, 2003. "The declining January effect: evidences from the U.S. equity markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 43(2), pages 395-404.
- William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
- Elsas, Ralf & El-Shaer, Mahmoud & Theissen, Erik, 2003. "Beta and returns revisited: Evidence from the German stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(1), pages 1-18, February.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Khurshid Khudoykulov, 2016. "Verifying capital asset pricing model in Greek capital market," International Journal of Economics and Accounting, Inderscience Enterprises Ltd, vol. 7(1), pages 55-65.
- Širůček, Martin & Šoba, Oldřich & Němeček, Jaroslav, 2014.
"Validita modelu CAPM na akciovém trhu USA
[CAPM validity on the US stock market]," MPRA Paper 62820, University Library of Munich, Germany, revised 2014.
More about this item
KeywordsCAPM; Structural breaks; January effect;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-10-13 (All new papers)
- NEP-FMK-2008-10-13 (Financial Markets)
- NEP-RMG-2008-10-13 (Risk Management)
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