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The Investment CAPM
16 references·1 citing·20 second hop
The Investment CAPM (2017)The Investment CAPMThe cost of capital, corporation finance and the theory of investment (2008)The cost of capital, corporat…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Agency costs of free cash flow, corporate finance, and takeovers (1996)Agency costs of free cash flo…Investment under Uncertainty (1994)Investment under UncertaintyReturns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency Costs of Free Cash Flo…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 …The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…The Structure of Scientific Revolutions (1963)The Structure of Scientific R…THE STRUCTURE OF SCIENTIFIC REVOLUTIONS (1963)THE STRUCTURE OF SCIENTIFIC R…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Aggregation, Capital Heterogeneity, and the Investment CAPM (2019)Aggregation, Capital Heteroge…Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Law and Finance (1998)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)Multifactor Explanations of Asset Pricing Anomalies (1996)The Social Construction of Reality: A Treatise in the Sociology of Knowledge. (1967)Competing paradigms in qualitative research. (1994)Sample Size in Qualitative Interview Studies (2015)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)A Survey of Corporate Governance (1997)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
this work references cited by second hop

References

  • 1963The Structure of Scientific Revolutions35,276 cited
  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1986Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers17,216 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,494 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1996Agency costs of free cash flow, corporate finance, and takeovers9,308 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 2008The cost of capital, corporation finance and the theory of investment8,614 cited

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1963
THE STRUCTURE OF SCIENTIFIC REVOLUTIONS
8,424 cited

Cited by

  • 2019Aggregation, Capital Heterogeneity, and the Investment CAPM48 cited