SZodixStudyAcademic Library

Shelves Open access

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

International Tests of the ZCAPM Asset Pricing Model · Study

ArticleShelves

ArticleInternational Tests of the ZCAPM Asset Pricing Model

James W. Kolari2022

OA

Articlegreen2022

International Tests of the ZCAPM Asset Pricing Model

James W. Kolari · Jianhua Z. Huang · Hilal Anwar Butt · Huiling Liao

22 citations·0/0 files stored·Journal of International Financial Markets Institutions and Money

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 Financial Risk and Volatility Modeling

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 — 22 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*1997On Persistence in Mutual Fund Performance 1992The Cross-Section of Expected Stock Returns 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 1959Portfolio Selection: Efficient Diversification of Investments

Related works

Explore the map →

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

2012A New Asset Pricing Model Based on the Zero-Beta CAPM: Theory and Evidencepreprint · 34 shared references 2011Empirical cross-sectional asset pricing: a surveyarticle · 26 shared references 2020Multifactor Models and Their Consistency with the APTarticle · 20 shared references 2021What Does the Cross‐Section Tell About Itself? Explaining Equity Risk Premia with Stock Return Momentsarticle · 20 shared references 2020A Comparison of Global Factor Modelspreprint · 19 shared references 2023Describing model relations: The case of the capital asset pricing model (CAPM) family in financial economicsarticle · 18 shared references

Details

Year2022

Typearticle

Published2022-01-01

VenueJournal of International Financial Markets Institutions and Money

ISSN-L1042-4431

Languageen

Citations22

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.intfin.2022.101607

openalex_workW4284892486

Links

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