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Testing Beta-Pricing Models Using Large Cross-Sections · Study

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ArticleTesting Beta-Pricing Models Using Large Cross-Sections

Valentina Raponi2017

OA

Articlegreen2017

Testing Beta-Pricing Models Using Large Cross-Sections

Valentina Raponi · Cesare Robotti · Paolo Zaffaroni

73 citations·0/0 files stored·Review of Financial Studies

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

Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 73 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1973Risk, Return, and Equilibrium: Empirical Tests 2014A five-factor asset pricing model 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets 1976The arbitrage theory of capital asset pricing 2003Liquidity Risk and Expected Stock Returns 1972The capital asset pricing model: Some empirical tests

Cited by

2021Factors and risk premia in individual international stock returns 2019Taming the Factor Zoo: A Test of New Factors 2021Factor models with many assets: Strong factors, weak factors, and the two-pass procedure 2020Double-Adjusted Mutual Fund Performance 2023Why Naive $ 1/N $ Diversification Is Not So Naive, and How to Beat It?2021Quantifying the Impact of Impact Investing 2019Estimation of Large Dimensional Conditional Factor Models in Finance 2017Taming the Factor Zoo: A Test of New Factors

Details

Year2017

Typearticle

Published2017-01-01

VenueReview of Financial Studies

ISSN-L0893-9454

Languageen

Citations73

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1093/rfs/hhz064

openalex_workW2594842818

Links

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