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

Cheng F. Lee; William P. Lloyd

doi:10.2307/2979052

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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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