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THE TOKYO STOCK EXCHANGE AND THE CAPITAL ASSET PRICING MODEL · Study

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ArticleTHE TOKYO STOCK EXCHANGE AND THE CAPITAL ASSET PRICING MODEL

Sheila C. Lau1974

Article1974

THE TOKYO STOCK EXCHANGE AND THE CAPITAL ASSET PRICING MODEL

Sheila C. Lau · Stuart R. Quay · Carl M. Ramsey

42 citations·0/0 files stored·The Journal of 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

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1972The capital asset pricing model: Some empirical tests 1973Studies in the Theory of Capital Markets.1966Some New Stock-Market Indexes

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1979Risk measurement when shares are subject to infrequent trading 1978A Note on the Price Behavior of Far Eastern Stocks 2009Test of Higher Moment Capital Asset Pricing Model in Case of Pakistani Equity Market 1979Efficiency and the programs to develop capital markets 2010Are Member Firms of Corporate Groups Less Risky?2017Financial Variables and Systematic Risk

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Year1974

Typearticle

Published1974-05-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations42

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1111/j.1540-6261.1974.tb03063.x

openalex_workW1990269760

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