USING CAPITAL ASSET PRICING MODEL AND MARKET MODEL TO PREDICT SECURITY RETURNS

被引：9
|
作者：
PETTIT, RR [1 ]
WESTERFI.R [1 ]
机构：
[1] UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
来源：
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1974年 / 9卷 / 04期
关键词：
D O I：
10.2307/2329762
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：579 / 605
页数：27
相关论文
共 50 条
  • [21] CAPITAL-ASSET PRICING MODEL
    MULLINS, DW
    [J]. HARVARD BUSINESS REVIEW, 1982, 60 (02) : 203 - &
  • [22] INTERTEMPORAL CAPITAL ASSET PRICING MODEL
    MERTON, RC
    [J]. ECONOMETRICA, 1973, 41 (05) : 867 - 887
  • [23] Sentiment capital asset pricing model
    Financial and Securities Research Center, School of Economics and Commerce, South China University of Technology, Guangzhou, China
    不详
    [J]. Int. J. Digit. Content Technol. Appl., 2012, 3 (254-261):
  • [24] A Labor Capital Asset Pricing Model
    Kuehn, Lars-Alexander
    Simutin, Mikhail
    Wang, Jessie Jiaxu
    [J]. JOURNAL OF FINANCE, 2017, 72 (05): : 2131 - 2178
  • [25] Can the Consumption Capital Asset Pricing Model Account for Traders' Expected Currency Returns?
    Stillwagon, Josh R.
    [J]. REVIEW OF INTERNATIONAL ECONOMICS, 2015, 23 (05) : 1044 - 1069
  • [26] THEORY OF CAPITAL-MARKET - BASIS, EXTENSION AND APPLICABILITY OF THE CAPITAL-ASSET PRICING MODEL
    RUDOLPH, B
    [J]. ZEITSCHRIFT FUR BETRIEBSWIRTSCHAFT, 1979, 49 (11): : 1034 - 1067
  • [27] NEW LOOK AT CAPITAL ASSET PRICING MODEL
    BLUME, ME
    FRIEND, I
    [J]. JOURNAL OF FINANCE, 1973, 28 (01): : 19 - 33
  • [28] Capital Asset Pricing Model with Interval Data
    Piamsuwannakit, Sutthiporn
    Autchariyapanitkul, Kittawit
    Sriboonchitta, Songsak
    Ouncharoen, Rujira
    [J]. INTEGRATED UNCERTAINTY IN KNOWLEDGE MODELLING AND DECISION MAKING, IUKM 2015, 2015, 9376 : 163 - 170
  • [29] NEW EVIDENCE ON CAPITAL ASSET PRICING MODEL
    FRIEND, I
    WESTERFIELD, R
    GRANITO, M
    [J]. JOURNAL OF FINANCE, 1978, 33 (03): : 903 - 917
  • [30] The capital asset pricing model: Theory and evidence
    Fama, EF
    French, KR
    [J]. JOURNAL OF ECONOMIC PERSPECTIVES, 2004, 18 (03): : 25 - 46
12345