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Volumn 7, Issue 3, 1997, Pages 311-316

Multivariate testing of the capital asset pricing model in the Hong Kong stock market

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0345879052     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/096031097333673     Document Type: Article
Times cited : (7)

References (15)
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  • 5
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    • An exploratory investigation of the firm size effect
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    • Chan, K.C.1    Chen, N.F.2    Hsieh, D.3
  • 6
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  • 7
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    • The pricing of risky assets in two emerging Asian markets - Korea and Taiwan
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  • 8
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    • Risk, return, and equilibrium: Empirical tests
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  • 9
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    • Multivariate tests of financial models: A new approach
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    • The valuation of risk assets and the selection of risky investment in stock portfolios and capital budgets
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  • 12
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    • A general procedure for obtaining maximum likelihood estimates in generalized regression models
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    • Oberhofer, W.1    Kmenta, J.2
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