An Empirical Study on the Jump-diffusion Two-beta Asset Pricing Model

Empirical Study of the applicability of Capital Asset Pricing Model in Shanghai A-share market

2011 2nd International Conference on Artificial Intelligence, Management Science and Electronic Commerce (AIMSEC) ◽

10.1109/aimsec.2011.6010805 ◽

2011 ◽

Author(s):

HeWu ◽

LiuPing

Keyword(s):

Asset Pricing ◽

Empirical Study ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model ◽

A Share

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European capital market integration: An empirical study based on a European asset pricing model

Journal of International Financial Markets Institutions and Money ◽

10.1016/j.intfin.2010.03.007 ◽

2010 ◽

Vol 20 (4) ◽

pp. 363-375 ◽

Cited By ~ 23

Author(s):

David Morelli

Keyword(s):

Asset Pricing ◽

Empirical Study ◽

Capital Market ◽

Market Integration ◽

Pricing Model ◽

Capital Market Integration ◽

Asset Pricing Model

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Validity of Capital Asset Pricing Model & Stability of Systematic Risk (Beta): An Empirical Study on Indian Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.1708463 ◽

2010 ◽

Author(s):

Krish Maji

Keyword(s):

Asset Pricing ◽

Stock Market ◽

Empirical Study ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Model Stability ◽

Asset Pricing Model ◽

Indian Stock Market

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Exchange risk and asset returns: A theoretical and empirical study of an open economy asset pricing model

Emerging Markets Review ◽

10.1016/j.ememar.2014.08.002 ◽

2014 ◽

Vol 21 ◽

pp. 96-116

Author(s):

Lin Huang ◽

Jia Wu ◽

Rui Zhang

Keyword(s):

Asset Pricing ◽

Empirical Study ◽

Open Economy ◽

Asset Returns ◽

Pricing Model ◽

Asset Pricing Model ◽

Exchange Risk

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The Empirical Study of International Risk Factor on the Korean Stock Market: Cross-Sectional Analysis through Intertemporal and International Capital Asset Pricing Model

East and West Studies ◽

10.29274/ews.2020.32.3.79 ◽

2020 ◽

Vol 32 (3) ◽

pp. 79-109

Author(s):

Ji Ho Kwon

Keyword(s):

Risk Factor ◽

Asset Pricing ◽

Empirical Study ◽

Capital Asset Pricing ◽

Pricing Model ◽

International Capital ◽

Capital Asset ◽

Cross Sectional ◽

Asset Pricing Model ◽

Sectional Analysis

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Mean-Var Investment Portfolio Optimization Under Capital Asset Pricing Model (CAPM) with Nerlove Transformation: An Empirical Study Using Time Series Approach

Industrial Engineering & Management Systems ◽

10.7232/iems.2020.19.3.498 ◽

2020 ◽

Vol 19 (3) ◽

pp. 498-509

Author(s):

Sukono Sukono ◽

Kankan Parmikanti ◽

Lisnawati Lisnawati ◽

Sonny Hersona Gw ◽

Jumadil Saputra

Keyword(s):

Time Series ◽

Asset Pricing ◽

Empirical Study ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Investment Portfolio ◽

Asset Pricing Model ◽

Time Series Approach ◽

Investment Portfolio Optimization

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The Intertemporal Capital Asset Pricing Model with returns that follow Poisson jump–diffusion processes

European Journal of Finance ◽

10.1080/13518470110099704 ◽

2003 ◽

Vol 9 (2) ◽

pp. 105-124 ◽

Cited By ~ 2

Author(s):

Eric Bentzen ◽

Peter Sellin

Keyword(s):

Asset Pricing ◽

Diffusion Processes ◽

Jump Diffusion ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model ◽

Jump Diffusion Processes ◽

Poisson Jump

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A Jump/Diffusion Consumption-Based Capital Asset Pricing Model and the Equity Premium Puzzle

Mathematical Finance ◽

10.1111/j.1467-9965.1993.tb00079.x ◽

1993 ◽

Vol 3 (2) ◽

pp. 65-84 ◽

Cited By ~ 20

Author(s):

Knut K. Aase

Keyword(s):

Asset Pricing ◽

Equity Premium ◽

Jump Diffusion ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Equity Premium Puzzle ◽

Asset Pricing Model ◽

Premium Puzzle

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An Empirical Study of the Sentiment Capital Asset Pricing Model

SSRN Electronic Journal ◽

10.2139/ssrn.3541473 ◽

2020 ◽

Author(s):

Soroush Ghazi ◽

Mark Schneider

Keyword(s):

Asset Pricing ◽

Empirical Study ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

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An Empirical Study of Unsystematic Risk Factors in the Capital Asset Pricing Model: the Case of Russian Forestry Sector

Entrepreneurial Business and Economics Review ◽

10.15678/eber.2013.010404 ◽

2013 ◽

Vol 1 (4) ◽

pp. 37-56

Author(s):

Varvara Nazarova

Keyword(s):

Risk Factors ◽

Asset Pricing ◽

Empirical Study ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model ◽

Forestry Sector

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