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The CAPM Is Alive and Well
0 references·16 citing·46 second hopsampled
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  • 1996The Conditional CAPM and the Cross-Section of Expected Returns2,537 cited
  • 2001Investor Psychology and Asset Pricing2,429 cited
  • 1997Evidence on the Characteristics of Cross Sectional Variation in Stock Returns2,008 cited
  • 1998Liquidity and stock returns: An alternative test1,318 cited
  • 1995Predictable Risk and Returns in Emerging Markets1,152 cited
  • 2001Overconfidence, Arbitrage, and Equilibrium Asset Pricing951 cited
  • 2005The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks793 cited
  • 1997Assessing Specification Errors in Stochastic Discount Factor Models793 cited
  • 2007Behavioural Finance: A Review and Synthesis364 cited
  • 2012Foreign capital inflows, economic growth and stock market capitalization in Asian countries: an ARDL bound testing approach69 cited
  • 1998Efficiency loss and constraints on portfolio holdings68 cited
  • 2001The Stock Market's Reaction to Unemployment News: Why Bad News is Usually Good for Stocks59 cited
  • 2011Earnings dispersion and aggregate stock returns53 cited
  • 2007Can Risk-Based Theories Explain the Value Premium?48 cited

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1996
1 Econometric evaluation of asset pricing models
46 cited
  • 1996An Empirical Re‐Examination of the Cross‐Section of Expected Returns: UK Evidence41 cited