SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
THE TOKYO STOCK EXCHANGE AND THE CAPITAL ASSET PRICING MODEL
4 references·6 citing·39 second hop
THE TOKYO STOCK EXCHANGE AND THE CAPITAL ASSET PRICING MODEL (1974)THE TOKYO STOCK EXCHANGE AND THE CAPITAL …Studies in the Theory of Capital Markets. (1973)Studies in the Theory of Capi…The capital asset pricing model: Some empirical tests (1972)The capital asset pricing mod…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Some New Stock-Market Indexes (1966)Some New Stock-Market IndexesFinancial Variables and Systematic Risk (2017)Financial Variables and Syste…Are Member Firms of Corporate Groups Less Risky? (2010)Are Member Firms of Corporate…Test of Higher Moment Capital Asset Pricing Model in Case of Pakistani Equity Market (2009)Test of Higher Moment Capital…Risk measurement when shares are subject to infrequent trading (1979)Risk measurement when shares …Efficiency and the programs to develop capital markets (1979)Efficiency and the programs t…A Note on the Price Behavior of Far Eastern Stocks (1978)A Note on the Price Behavior …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)International Asset Pricing under Mild Segmentation: Theory and Test (1985)Market Segmentation and the Cost of Capital in International Equity Markets (2000)Profitability and Debt Capital Decision: A Reconsideration of the Pecking Order Model (2013)Portfolio Selection: Efficient Diversification of Investments (1959)An Intertemporal Capital Asset Pricing Model (1973)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Skewness in Asset Pricing Tests (2000)Downside risk analysis of returns on the Karachi Stock Exchange (2015)Nonlinearities in the CAPM: Evidence from Developed and Emerging Markets (2016)An Empirical Evaluation of Accounting Income Numbers (1968)Using daily stock returns (1985)R2 around the world: New theory and new tests☆ (2005)Macroeconomics and Reality (1980)Economics, Organization and Management. (1993)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis (2012)Does boardroom gender diversity matter? Evidence from a transitional economy (2014)Handbook of Research on Entrepreneurial Leadership and Competitive Strategy in Family Business (2018)The Behavior of Stock-Market Prices (1965)Market and Industry Factors in Stock Price Behavior (1966)NOTE ON THE VALIDITY OF THE RANDOM WALK FOR EUROPEAN STOCK PRICES (1973)The behaviour of Hong Kong stock prices (1984)Forecasting closing price indices using neural networks (2006)Testing of Weak Form of Efficient Market Hypothesis: Evidence from the Bahrain Bourse (2017)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Asymmetric Information, Bank Lending and Implicit Contracts: A Stylized Model of Customer Relationships (1990)Dynamic Asset Pricing Theory. (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)The Adjustment of Stock Prices to New Information (1969)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1972The capital asset pricing model: Some empirical tests2,705 cited
  • 1973Studies in the Theory of Capital Markets.763 cited
  • 1966Some New Stock-Market Indexes538 cited

Cited by

  • 1979Risk measurement when shares are subject to infrequent trading2,767 cited
  • 1978A Note on the Price Behavior of Far Eastern Stocks32 cited
  • 2009Test of Higher Moment Capital Asset Pricing Model in Case of Pakistani Equity Market26 cited
  • 1979Efficiency and the programs to develop capital markets23 cited
  • 2010Are Member Firms of Corporate Groups Less Risky?19 cited
  • 2017Financial Variables and Systematic Risk12 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work