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ArticleFurther international evidence on asset pricing

Gonzalo A. Rubio1988

Article1988

Further international evidence on asset pricing

Gonzalo A. Rubio

48 citations·0/0 files stored·Journal of Banking & Finance

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1973Risk, Return, and Equilibrium: Empirical Tests 1981The relationship between return and market value of common stocks 1986Asset pricing and the bid-ask spread 1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory 1972The capital asset pricing model: Some empirical tests 1989A Test of the Efficiency of a Given Portfolio 1983Size-related anomalies and stock return seasonality 1981Misspecification of capital asset pricing

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1996Adverse selection, volume and transactions around dividend announcements in a continuous auction system 1995Further evidence on performance evaluation: Portfolio holdings, recommendations, and turnover costs

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Year1988

Typearticle

Published1988-06-01

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations48

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0378-4266(88)90037-4

openalex_workW1596516645

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