Misspecification of capital asset pricing
- 1 March 1981
- journal article
- Published by Elsevier BV in Journal of Financial Economics
- Vol. 9 (1), 19-46
- https://doi.org/10.1016/0304-405x(81)90019-2
Abstract
No abstract availableKeywords
This publication has 16 references indexed in Scilit:
- Systematic ‘abnormal’ returns after quarterly earnings announcementsJournal of Financial Economics, 1978
- Earnings Changes, Stock Prices, and Market EfficiencyThe Journal of Finance, 1978
- Standardized Unexpected Earnings--A Progress ReportThe Journal of Finance, 1977
- The Adjustment of Stock Prices to Announcements of Unanticipated Changes in Quarterly EarningsJournal of Accounting Research, 1977
- Quarterly earnings reports and subsequent holding period returnsJournal of Business Research, 1974
- The Informational Content of Quarterly Earnings: An Extension and Some Further EvidenceThe Journal of Business, 1972
- Quarterly Earnings Reports and Intermediate Stock Price TrendsThe Journal of Finance, 1970
- Price Ratios in Relation to Investment ResultsCFA Magazine, 1968
- Capital Asset Prices: A Theory of Market Equilibrium under Conditions of RiskThe Journal of Finance, 1964
- Price-Earnings RatiosCFA Magazine, 1960