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SOME ASPECTS OF THE PERFORMANCE OF NON‐CONVERTIBLE PREFERRED STOCKS
13 references·2 citing·30 second hop
SOME ASPECTS OF THE PERFORMANCE OF NON‐CONVERTIBLE PREFERRED STOCKS (1973)SOME ASPECTS OF THE PERFORMANCE OF NON‐CO…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…Risk, Return, and Equilibrium (1971)Risk, Return, and EquilibriumMeasurement of Portfolio Performance Under Uncertainty (1970)Measurement of Portfolio Perf…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Bias in Fitting the Sharpe Model to Time Series Data (1969)Bias in Fitting the Sharpe Mo…RISK, RETURN AND EQUILIBRIUM: SOME CLARIFYING COMMENTS (1968)RISK, RETURN AND EQUILIBRIUM:…An Empirical Evaluation of Alternative Portfolio-Selection Models (1967)An Empirical Evaluation of Al…Some New Stock-Market Indexes (1966)Some New Stock-Market IndexesMarket and Industry Factors in Stock Price Behavior (1966)Market and Industry Factors i…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…A Simplified Model for Portfolio Analysis (1963)A Simplified Model for Portfo…ON PREFERRED STOCK (1986)ON PREFERRED STOCKEfficiency and the programs to develop capital markets (1979)Efficiency and the programs t…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)Dividend Policy, Growth, and the Valuation of Shares (1961)The Behavior of Stock-Market Prices (1965)Diversification, Ricardian Rents, and Tobin's q (1988)The Event Study Methodology Since 1969 (1998)Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns (2002)RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE (1970)Toward the Development of an Equilibrium Capital-Market Model Based on Semivariance (1974)Multiperiod Consumption-Investment Decisions (1975)Theory of games and economic behavior (2019)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)Users of the world, unite! The challenges and opportunities of Social Media (2009)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Transaction costs and the small firm effect (1983)An Investigation of Transactions Data for NYSE Stocks (1985)Risk aversion, uncertain information, and market efficiency (1988)Intertemporal Asset Pricing with Heterogeneous Consumers and Without Demand Aggregation (1982)Learning, Asset‐Pricing Tests, and Market Efficiency (2002)Is the IPO pricing process efficient? (2003)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)The Adjustment of Stock Prices to New Information (2003)Empirical Tests of the Consumption‐Oriented CAPM (1989)Idiosyncratic Volatility and the Cross Section of Expected Returns (2008)Taming the Factor Zoo: A Test of New Factors (2020)
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References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1963A Simplified Model for Portfolio Analysis2,740 cited
  • 1972The capital asset pricing model: Some empirical tests2,705 cited
  • 1966Market and Industry Factors in Stock Price Behavior838 cited
  • 1973Studies in the Theory of Capital Markets.737 cited
  • 1971Risk, Return, and Equilibrium539 cited
  • 1966Some New Stock-Market Indexes538 cited
  • 1968RISK, RETURN AND EQUILIBRIUM: SOME CLARIFYING COMMENTS396 cited
  • 1970Measurement of Portfolio Performance Under Uncertainty390 cited
  • 1967An Empirical Evaluation of Alternative Portfolio-Selection Models275 cited
  • 1969Bias in Fitting the Sharpe Model to Time Series Data61 cited

Cited by

  • 1979Efficiency and the programs to develop capital markets23 cited
  • 1986ON PREFERRED STOCK18 cited

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