CAPM anomalies and the pricing of equity: Evidence from the Honk Kong market

Applied Economics

Volumn 32, Issue 12, 2000, Pages 1629-1636

  Ho, Y W ^a   Strange, R ^a   Piesse, J ^a  

^a CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

STOCK MARKET;

CHINA; HONG KONG;

EID: 0033805520     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/000368400419014     Document Type: Article

References (18)

1. The relationship between return and market value of common stocks
2. The relationship between earnings yield, market value, and return for NYSE common stocks: Further evidence
3. Debt equity ratio and expected common stock returns: Empirical evidence
4. Capital market equilibrium with restricted borrowing
5. Biases in computed returns: An application to the size effect
6. An empirical re-examination of the cross-section of expected returns: UK evidence
7. An unconditional asset-pricing test and the role of firm size as an instrumental variable for risk
8. Structural and return characteristics of small and large firms
9. The cross-section of expected stock returns
10. Risk, return, and equilibrium: Empirical tests
11. An empirical examination of risk, return and equilibrium in the Hong Kong equity market
12. Another look at the cross-section of expected stock returns
13. The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets
14. The effects of personal taxes and dividends on capital asset prices: Theory and impirical evidence
15. Dividends, short selling restrictions, tax-induced investor clienteles, and market equilibrium
16. The effects of dividends on common stock prices: Tax effects or information effects
17. Persuasive evidence of market inefficiency
18. Capital asset prices: A theory of market equilibrium under conditions of risk