search query: @indexterm Capital asset pricing / total: 356
references: 22-31 / 356
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22.
Human-capital-adjusted capital asset pricing model
Japanese Economic Review
2002 : JUN, VOL. 53:2, p. 182-198
 2002 Qin, J.
23.
Evaluating the spesification errors of asset pricing models
Journal of Financial Economics
2001 : NOV, VOL. 62:2, p. 327-376
 2001 Hodrick, R.J.
Zhang, X.
24.
The relation among disclosure, returns, and trading volume information
Accounting Review
2001 : OCT, VOL. 76:4, p. 633-654
 2001 Kim, O.
Verrecchia, R. E.
25.
CAPM performance in the Caracas Stock Exchange from 1992 to 1998
International Review of Financial Analysis
2001 : VOL. 10:3, p. 333-341
 2001 González, M. F.
26.
An Examination of Alternative Factor Models in UK Stock Returns
Review of Quantitative Finance and Accounting
2001 : MAR, VOL. 16:2, p. 117-130
 2001 Fletcher, J.
27.
Recovering the probability density function of asset prices using garch as diffusion approximations
Journal of Empirical Finance
2001 : MAR, VOL. 8:1, p. 83-110
 2001 Fornari, F.
Mele, A.
28.
Coskewness and cokurtosis in futures markets
Journal of Empirical Finance
2001 : MAR, VOL. 8:1, p. 55-81
 2001 Christie-David, R.
Chaudhry, M.
29.
Alternative tests of the zero-beta CAPM
European Finance Review
2000 : WINTER, VOL. 23:4, p. 469-493
 2000 Chou, P-H.
30.
Dynamic spanning in the consumption-based capital asset pricing model
European Finance Review
2000 : VOL. 4:2, p. 129-156
 2000 Christensen, P.O.
Graversen, S.E.
Miltersen, K.R.
31.
Asset pricing models: implications for expected returns and portfolio selection
Review of Financial Studies
2000 : WINTER, VOL. 13:4, p. 883-916
 2000 MacKinlay, A.C.
Pástor, L.
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