Abstract--Investment Horizon and the Functional Form of the Capital Asset Pricing Model: An Empirical Investigation

Cheng F. Lee

doi:10.2307/2330620

Abstract--Investment Horizon and the Functional Form of the Capital Asset Pricing Model: An Empirical Investigation

Journal of Financial and Quantitative Analysis ◽

10.2307/2330620 ◽

1975 ◽

Vol 10 (4) ◽

pp. 689

Author(s):

Cheng F. Lee

Keyword(s):

Asset Pricing ◽

Empirical Investigation ◽

Functional Form ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Investment Horizon ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

Investment Horizon and the Functional Form of the Capital Asset Pricing Model

Review of Economics and Statistics ◽

10.2307/1924958 ◽

1976 ◽

Vol 58 (3) ◽

pp. 356 ◽

Cited By ~ 21

Author(s):

Cheng F. Lee

Keyword(s):

Asset Pricing ◽

Functional Form ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Investment Horizon ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

Heterogeneous Investment Horizon and Capital Asset pricing Model: Theory and Implications

Financial Review ◽

10.1111/j.1540-6288.1987.tb01213.x ◽

1987 ◽

Vol 22 (3) ◽

pp. 79-79 ◽

Cited By ~ 2

Author(s):

Cheng F. Lee ◽

Chunchi Wu ◽

K.C. John Wei

Keyword(s):

Asset Pricing ◽

Model Theory ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Investment Horizon ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

The Capital Asset Pricing Model and the Investment Horizon: Comment

Review of Economics and Statistics ◽

10.2307/1935864 ◽

1981 ◽

Vol 63 (4) ◽

pp. 633 ◽

Cited By ~ 4

Author(s):

Gabriel A. Hawawini ◽

Ashok Vora

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Investment Horizon ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

THE CAPITAL ASSET PRICING MODEL IN TERMS OF LOWER PARTIAL MOMENTS: AN EMPIRICAL INVESTIGATION

Financial Review ◽

10.1111/j.1540-6288.1983.tb01901.x ◽

1983 ◽

Vol 18 (3) ◽

pp. 65-65

Author(s):

William Kittrell ◽

Geoffrey Hirt ◽

Mo Mohmood

Keyword(s):

Asset Pricing ◽

Empirical Investigation ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model ◽

Lower Partial Moments

Download Full-text

The Capital Asset Pricing Model and the Investment Horizon: Reply

Review of Economics and Statistics ◽

10.2307/1935865 ◽

1981 ◽

Vol 63 (4) ◽

pp. 637 ◽

Cited By ~ 3

Author(s):

David Levhari ◽

Haim Levy

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Investment Horizon ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

An empirical investigation of the consumption based Capital Asset Pricing Model using a modified variance-ratio test

Journal of Economics and Finance ◽

10.1007/bf02759683 ◽

2001 ◽

Vol 25 (1) ◽

pp. 1-22

Author(s):

Petr Zemčík

Keyword(s):

Asset Pricing ◽

Empirical Investigation ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Ratio Test ◽

Variance Ratio ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model ◽

Variance Ratio Test

Download Full-text

The Capital Asset Pricing Model and the Investment Horizon

Review of Economics and Statistics ◽

10.2307/1924908 ◽

1977 ◽

Vol 59 (1) ◽

pp. 92 ◽

Cited By ~ 119

Author(s):

David Levhari ◽

Haim Levy

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Investment Horizon ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

The Capital Asset Pricing Model, Inflation, and the Investment Horizon: The Isaeli Experience

Journal of Financial and Quantitative Analysis ◽

10.2307/2330400 ◽

1980 ◽

Vol 15 (3) ◽

pp. 561 ◽

Cited By ~ 8

Author(s):

Haim Levy

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Investment Horizon ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

The Heterogeneous Investment Horizon and the Capital Asset Pricing Model: Theory and Implications

Journal of Financial and Quantitative Analysis ◽

10.2307/2330701 ◽

1990 ◽

Vol 25 (3) ◽

pp. 361 ◽

Cited By ~ 29

Author(s):

Cheng F. Lee ◽

Chunchi Wu ◽

K. C. John Wei

Keyword(s):

Asset Pricing ◽

Model Theory ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Investment Horizon ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

The Capital Asset Pricing Model Expressed as a Recursive System: An Empirical Investigation

Journal of Financial and Quantitative Analysis ◽

10.2307/2979052 ◽

1976 ◽

Vol 11 (2) ◽

pp. 237 ◽

Cited By ~ 3

Author(s):

Cheng F. Lee ◽

William P. Lloyd

Keyword(s):

Asset Pricing ◽

Empirical Investigation ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model ◽

Recursive System

Download Full-text