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Estimation of expected return: CAPM vs. Fama and French · Study

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ArticleEstimation of expected return: CAPM vs. Fama and French

Jan Bartholdy2004

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Articlegreen2004

Estimation of expected return: CAPM vs. Fama and French

Jan Bartholdy · Paula Peare

143 citations·0/0 files stored·International Review of Financial Analysis

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Reporting and Valuation Research

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References

1993Common risk factors in the returns on stocks and bonds 1992The Cross-Section of Expected Stock Returns 1976The arbitrage theory of capital asset pricing 2001The theory and practice of corporate finance: evidence from the field 1981The relationship between return and market value of common stocks 1992On the Estimation of Beta-Pricing Models 1988R2 1975BETAS AND THEIR REGRESSION TENDENCIES

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2014Developing an approach to evaluate stocks by forecasting effective features with data mining methods 2006Ruin probabilities and aggregrate claims distributions for shot noise Cox processes 2016Risks and cost of capital for onshore wind energy investments in EU countries 2017Macroeconomic Forces and Arbitrage Pricing Theory 2015Stock market risk in the financial crisis 2004The Information Content of Earnings Announcements in Denmark

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Year2004

Typearticle

Published2004-12-16

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations143

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.irfa.2004.10.009

openalex_workW3122818592

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2017

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