Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model

SSRN Electronic Journal ◽

10.2139/ssrn.286324 ◽

2001 ◽

Author(s):

Andrew W. Lo ◽

Jiang Wang

Keyword(s):

Asset Pricing ◽

Trading Volume ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model

The Journal of Finance ◽

10.1111/j.1540-6261.2006.01005.x ◽

2006 ◽

Vol 61 (6) ◽

pp. 2805-2840 ◽

Cited By ~ 66

Author(s):

ANDREW W. LO ◽

JIANG WANG

Keyword(s):

Asset Pricing ◽

Trading Volume ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

Trading Volume: Implications of An Intertemporal Capital Asset Pricing Model

10.3386/w8565 ◽

2001 ◽

Cited By ~ 17

Author(s):

Andrew Lo ◽

Jiang Wang

Keyword(s):

Asset Pricing ◽

Trading Volume ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

The Capital Asset Pricing Model and Market Microstructure

CFA Digest ◽

10.2469/dig.v29.n4.589 ◽

1999 ◽

Vol 29 (4) ◽

pp. 96-96

Author(s):

Frank T. Magiera

Keyword(s):

Asset Pricing ◽

Market Microstructure ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

Capital Asset Pricing Model und Alternativkalküle

10.1007/978-3-658-12025-2 ◽

2016 ◽

Author(s):

Raphael Stahl

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

The Capital Asset Pricing Model, A Fundamental Critique

SSRN Electronic Journal ◽

10.2139/ssrn.1612415 ◽

2010 ◽

Author(s):

Roger Dayala

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

Validity of Non-Standardized Form of Capital Asset Pricing Model in Pakistan

SSRN Electronic Journal ◽

10.2139/ssrn.1867877 ◽

2011 ◽

Cited By ~ 1

Author(s):

M.Irfan Khan ◽

Sarwat Afzal

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

Stochastic Portfolio Theory vs. Modern Portfolio Theory and the Implications for the Capital Asset Pricing Model

SSRN Electronic Journal ◽

10.2139/ssrn.2226985 ◽

2012 ◽

Author(s):

Robert Ferguson

Keyword(s):

Asset Pricing ◽

Portfolio Theory ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Modern Portfolio Theory ◽

Asset Pricing Model ◽

Stochastic Portfolio Theory

Download Full-text

Estimation of an International Capital Asset Pricing Model with Stocks and Government Bonds

SSRN Electronic Journal ◽

10.2139/ssrn.477465 ◽

2002 ◽

Cited By ~ 3

Author(s):

Tom Arild Fearnley

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

International Capital ◽

Capital Asset ◽

Government Bonds ◽

Asset Pricing Model

Download Full-text

The Relationship of Bond Betas to Bond Returns and Agency Ratings with a Test of the Capital Asset Pricing Model

SSRN Electronic Journal ◽

10.2139/ssrn.903304 ◽

1976 ◽

Author(s):

Michael S. Rozeff

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model ◽

Bond Returns ◽

Relationship Of ◽

The Relationship

Download Full-text

Multinational Company Registration Country's Control over Overseas Operations——based on Capital Asset Pricing Model

2020 2nd International Conference on Economic Management and Model Engineering (ICEMME) ◽

10.1109/icemme51517.2020.00100 ◽

2020 ◽

Author(s):

ZHANG KEYI

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Multinational Company ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model ◽

Overseas Operations

Download Full-text