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Evidence of Heteroscedasticity in the Market Model
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Evidence of Heteroscedasticity in the Market Model (1975)Evidence of Heteroscedasticity in the Mar…Market Models and Heteroscedasticity of Residual Security Returns (1983)Market Models and Heterosceda…Beta stability and tendency (1982)Beta stability and tendencyCANADIAN EVIDENCE OF HETEROSCEDASTICITY IN THE MARKET MODEL (1977)CANADIAN EVIDENCE OF HETEROSC…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The arbitrage theory of capital asset pricing (1976)Risk Measurement for Event-Dependent Security Returns (1988)Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficient Diversification of Investments. (1962)The Adjustment of Stock Prices to New Information (1969)Rank Correlation Methods. (1957)Risk, Return, and Equilibrium: Empirical Tests (1973)
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  • 1983Market Models and Heteroscedasticity of Residual Security Returns29 cited
  • 1977CANADIAN EVIDENCE OF HETEROSCEDASTICITY IN THE MARKET MODEL29 cited
  • 1982Beta stability and tendency27 cited

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