SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Treasury Bill Factors and Common Stock Returns · Study

ArticleShelves

ArticleTreasury Bill Factors and Common Stock Returns

George S. Oldfield1981

Article1981

Treasury Bill Factors and Common Stock Returns

George S. Oldfield · Richard J. Rogalski

39 citations·0/0 files stored·The Journal of Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 39 citations exist upstream.

References

1973A Reliability Coefficient for Maximum Likelihood Factor Analysis 1976The arbitrage theory of capital asset pricing 1980An Empirical Investigation of the Arbitrage Pricing Theory 1974The effects of dividend yield and dividend policy on common stock prices and returns 1962Factor Analysis as a Statistical Method 2006The Behavior of Interest Rates 1972The Behavior of Interest Rates.

Cited by

2013…and the Cross-Section of Expected Returns 1984AN EMPIRICAL TEST OF THE ARBITRAGE PRICING THEORY 1983The Arbitrage Pricing Model and Returns on Assets Under Uncertain Inflation*1994Stock Market Efficiency and the Federal Budget Deficit: Another Anomaly?1988On the Determinants of the Value of Call Options on Default-Free Bonds 1988An Empirical Test of the Arbitrage Pricing Theory on Australian Stock Returns 1974‐85 1987A Test of the Apt In Pricing Uk Stocks

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1986The Pricing of Interest-Rate Risk: Evidence from the Stock Marketarticle · 3 shared references 2009The Cross‐Section of Expected Stock Returns: What Have We Learnt from the Past Twenty‐Five Years of Research?article · 3 shared references 1981The Arbitrage Pricing Theory: Some Empirical Resultsarticle · 3 shared references 2006Economic forces and the stock market revisitedarticle · 3 shared references 2003Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performancereport · 3 shared references 1985AN ARBITRAGE PRICING APPROACH TO EVALUATING MUTUAL FUND PERFORMANCEarticle · 3 shared references

Details

Year1981

Typearticle

Published1981-05-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations39

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1111/j.1540-6261.1981.tb00446.x

openalex_workW2141901966

Links

Imported from OpenAlex (CC0) — nothing here is generated.

1987

The stochastic properties of term structure movements