-
1
-
-
0010023511
-
The relationship between return and market value of common stocks
-
Banz, R. W. (1981) The relationship between return and market value of common stocks, Journal of Financial Economics, 9, 3-18.
-
(1981)
Journal of Financial Economics
, vol.9
, pp. 3-18
-
-
Banz, R.W.1
-
2
-
-
0005932465
-
Risk, return, and equilibrium in the emerging markets: Evidence from the Korean stock market
-
Bark, H. K. (1991) Risk, return, and equilibrium in the emerging markets: evidence from the Korean stock market, Journal of Economics and Business, 43, 353-62.
-
(1991)
Journal of Economics and Business
, vol.43
, pp. 353-362
-
-
Bark, H.K.1
-
3
-
-
0001366584
-
Capital market equilibrium with restricted borrowing
-
Black, F. (1972) Capital market equilibrium with restricted borrowing, Journal of Business, 45, 444-54.
-
(1972)
Journal of Business
, vol.45
, pp. 444-454
-
-
Black, F.1
-
4
-
-
0001833551
-
The capital asset pricing model: Some empirical findings
-
ed. M. C. Jensen Praeger, New York
-
Black, F., Jensen, M. and Scholes, M. (1972) The capital asset pricing model: some empirical findings, in Studies in the Theory of Capital Markets, (ed. M. C. Jensen Praeger, New York) pp. 79-121.
-
(1972)
Studies in the Theory of Capital Markets
, pp. 79-121
-
-
Black, F.1
Jensen, M.2
Scholes, M.3
-
5
-
-
0000232861
-
An exploratory investigation of the firm size effect
-
Chan, K. C., Chen, N. F. and Hsieh, D. (1985) An exploratory investigation of the firm size effect, Journal of Financial Economics, 14, 451-71.
-
(1985)
Journal of Financial Economics
, vol.14
, pp. 451-471
-
-
Chan, K.C.1
Chen, N.F.2
Hsieh, D.3
-
6
-
-
84963146838
-
An assessment of risk and return: Some empirical findings from Hong Kong stock exchange
-
Cheung, Y. L. and Wong, K. T. (1992) An assessment of risk and return: some empirical findings from Hong Kong stock exchange, Applied Financial Economics, 2, 105-14.
-
(1992)
Applied Financial Economics
, vol.2
, pp. 105-114
-
-
Cheung, Y.L.1
Wong, K.T.2
-
7
-
-
0010026637
-
The pricing of risky assets in two emerging Asian markets - Korea and Taiwan
-
Cheung, Y. L., Wong, K. A. and Ho, Y. K. (1993) The pricing of risky assets in two emerging Asian markets - Korea and Taiwan, Applied Financial Economics, 3, 315-24.
-
(1993)
Applied Financial Economics
, vol.3
, pp. 315-324
-
-
Cheung, Y.L.1
Wong, K.A.2
Ho, Y.K.3
-
8
-
-
0000928969
-
Risk, return, and equilibrium: Empirical tests
-
Fama, E. F. and Macbeth, J. D. (1973) Risk, return, and equilibrium: empirical tests, Journal of Political Economy, 81, 607-36.
-
(1973)
Journal of Political Economy
, vol.81
, pp. 607-636
-
-
Fama, E.F.1
Macbeth, J.D.2
-
9
-
-
33750176969
-
Multivariate tests of financial models: A new approach
-
Gibbons, M. (1982) Multivariate tests of financial models: a new approach, Journal of Financial Economics, 10, 3-28.
-
(1982)
Journal of Financial Economics
, vol.10
, pp. 3-28
-
-
Gibbons, M.1
-
11
-
-
0003114587
-
The valuation of risk assets and the selection of risky investment in stock portfolios and capital budgets
-
Lintner, J. (1965) The valuation of risk assets and the selection of risky investment in stock portfolios and capital budgets, Review of Economics and Statistics, 47, 13-37.
-
(1965)
Review of Economics and Statistics
, vol.47
, pp. 13-37
-
-
Lintner, J.1
-
12
-
-
0000416018
-
A general procedure for obtaining maximum likelihood estimates in generalized regression models
-
Oberhofer, W. and Kmenta, J. (1974) A general procedure for obtaining maximum likelihood estimates in generalized regression models, Econometrica, 42, 579-90.
-
(1974)
Econometrica
, vol.42
, pp. 579-590
-
-
Oberhofer, W.1
Kmenta, J.2
-
13
-
-
0001629981
-
An assessment of risk and return in the Singapore stock market
-
Wong, K. A. and Tan, M. L. (1991) An assessment of risk and return in the Singapore stock market, Applied Financial Economics, 1, 11-20.
-
(1991)
Applied Financial Economics
, vol.1
, pp. 11-20
-
-
Wong, K.A.1
Tan, M.L.2
-
14
-
-
84980092818
-
Capital asset prices: A theory of market equilibrium under conditions of risk
-
Sharpe, W. (1964) Capital asset prices: a theory of market equilibrium under conditions of risk, Journal of Finance, 19, 425-42.
-
(1964)
Journal of Finance
, vol.19
, pp. 425-442
-
-
Sharpe, W.1
-
15
-
-
84946357749
-
An efficient method of estimating seemingly unrelated regressions and tests for regression bias
-
Zellner, A. (1962) An efficient method of estimating seemingly unrelated regressions and tests for regression bias, Journal of the American Statistical Association, 57, 348-68.
-
(1962)
Journal of the American Statistical Association
, vol.57
, pp. 348-368
-
-
Zellner, A.1
|