Conditional Asset Pricing Model

Transparency, Governance and Markets ◽

10.1016/b978-044452722-6/50007-2 ◽

2006 ◽

pp. 137-187

Author(s):

Sungho Choi ◽

Rifat Gorener ◽

John R. Norsworthy

Keyword(s):

Asset Pricing ◽

Pricing Model ◽

Asset Pricing Model ◽

Conditional Asset Pricing

Download Full-text

Tests of the Relations Among Marketwide Factors, Firm-Specific Variables, and Stock Returns Using a Conditional Asset Pricing Model

The Journal of Finance ◽

10.1111/j.1540-6261.1996.tb05230.x ◽

1996 ◽

Vol 51 (5) ◽

pp. 1891-1908 ◽

Author(s):

JIA HE ◽

RAYMOND KAN ◽

LILIAN NG ◽

CHU ZHANG

Keyword(s):

Asset Pricing ◽

Stock Returns ◽

Pricing Model ◽

Asset Pricing Model ◽

Conditional Asset Pricing

Download Full-text

Tests of the conditional asset pricing model: further evidence from the cross-section of stock returns

International Journal of Finance & Economics ◽

10.1002/ijfe.400 ◽

2009 ◽

pp. n/a-n/a ◽

Author(s):

Stuart Hyde ◽

Mohamed Sherif

Keyword(s):

Asset Pricing ◽

Stock Returns ◽

Cross Section ◽

Pricing Model ◽

Asset Pricing Model ◽

The Cross ◽

Conditional Asset Pricing

Download Full-text

A conditional asset-pricing model with the optimal orthogonal portfolio

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2010.09.017 ◽

2011 ◽

Vol 35 (5) ◽

pp. 1027-1040 ◽

Author(s):

Hossein Asgharian

Keyword(s):

Asset Pricing ◽

Pricing Model ◽

Asset Pricing Model ◽

Conditional Asset Pricing

Download Full-text

A Conditional Asset Pricing Model with the Optimal Orthogonal Portfolio

SSRN Electronic Journal ◽

10.2139/ssrn.1360640 ◽

2009 ◽

Author(s):

Hossein Asgharian

Keyword(s):

Asset Pricing ◽

Pricing Model ◽

Asset Pricing Model ◽

Conditional Asset Pricing

Download Full-text

Firm Characteristics and Global Stock Returns: A Conditional Asset Pricing Model

SSRN Electronic Journal ◽

10.2139/ssrn.3760593 ◽

2021 ◽

Author(s):

Steffen Windmüller

Keyword(s):

Asset Pricing ◽

Stock Returns ◽

Firm Characteristics ◽

Pricing Model ◽

Asset Pricing Model ◽

Conditional Asset Pricing ◽

Download Full-text

The Capital Asset Pricing Model and Market Microstructure

10.2469/dig.v29.n4.589 ◽

1999 ◽

Vol 29 (4) ◽

pp. 96-96

Author(s):

Frank T. Magiera

Keyword(s):

Asset Pricing ◽

Market Microstructure ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

Capital Asset Pricing Model und Alternativkalküle

10.1007/978-3-658-12025-2 ◽

2016 ◽

Author(s):

Raphael Stahl

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

The Capital Asset Pricing Model, A Fundamental Critique

SSRN Electronic Journal ◽

10.2139/ssrn.1612415 ◽

2010 ◽

Author(s):

Roger Dayala

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

Validity of Non-Standardized Form of Capital Asset Pricing Model in Pakistan

SSRN Electronic Journal ◽

10.2139/ssrn.1867877 ◽

2011 ◽

Author(s):

M.Irfan Khan ◽

Sarwat Afzal

Keyword(s):

Asset Pricing ◽

Capital Asset Pricing Model ◽

Capital Asset Pricing ◽

Pricing Model ◽

Capital Asset ◽

Asset Pricing Model

Download Full-text

The Relative Asset Pricing Model Incorporating Liabilities and Delegation to CIOs: Version 0.1

SSRN Electronic Journal ◽

10.2139/ssrn.2150326 ◽

2012 ◽

Author(s):

Arun Muralidhar ◽

Sung Hwan Shin

Keyword(s):

Asset Pricing ◽

Pricing Model ◽

Asset Pricing Model

Download Full-text