Robust informational tests on the CAPM

Applied Economics Letters

Volumn 8, Issue 2, 2001, Pages 121-124

  Terregrossa, Salvatore J ^a  

^a ISTANBUL BILGI UNIVERSITY   (Turkey)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 14644414060     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/13504850150204183     Document Type: Article

References (9)

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4. Markowitz, H. (1959) Portfolio Selection: Efficient Diversification of Investments, John Wiley and Sons, New York.
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6. Rozeff, M. S. (1983) Predicting long-term earnings growth, Journal of Forecasting, (October-December), 425-35.
7. Sharpe, W. F. (1964) Capital asset prices: a theory of market equilibrium under conditions of risk, Journal of Finance, 19, 425-42.
8. Terregrossa, S. J. (1999) Combining analysts' forecasts with causal model forecasts of earnings growth, Applied Financial Economics, 9, 143-53.
9. White, H. (1980) A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity, Econometrica, 48, 817-38.