Add to ORKGWe estimate a non-parametrical Capital Asset Pricing Model (CAPM) and find strong evidence rejecting the classical linear CAPM. Furthermore, we find inconsistent linear betas for a series of stocks in the Colombian stock exchange (BVC), supporting the hypothesis of a better and consistent fitting of non-parametrical versions of the CAPM
Recognizing that a part of the unobservable market portfolio is certainly observable, the author fir...
The celebrated single factor Capital Asset Pricing Model (CAPM) introduced last century by Sharpe (1...
© 2014, Mediterranean Center of Social and Educational Research. All rights reserved. The article re...
We estimate a non-parametrical Capital Asset Pricing Model (CAPM) and find strong evidence rejecting...
We find that the CAPM fails to explain the small firm effect even if its non-parametric form is used...
The Capital Asset Pricing Model (CAPM) predicts a linear relation between assets’ return and their b...
This study extends the capital asset pricing model (CAPM) to situations where a subset of investors ...
El Modelo de Valoración del Precio de los Activos Financieros (Capital Asset Pricing Model), conocid...
In this study, we examine the Capital Asset Pricing Model (CAPM) structure in Dhaka Stock Exchange (...
In this study an alternative nonparametric estimator to the Fama and MacBeth approach for the CAPM e...
The Capital Asset Pricing Model (CAPM) widely used for the valuation of financial assets may have pe...
The distributions of stock returns and capital asset pricing model (CAPM) regression residuals are t...
This article offers an alternative proof of the capital asset pricing model (CAPM) when asset return...
[[abstract]]Conventional tests of capital asset pricing model usually assume that β, a measure of th...
Using a sample of common stocks traded on the Istanbul Stock Exchange from February 1997 to April 20...
Recognizing that a part of the unobservable market portfolio is certainly observable, the author fir...
The celebrated single factor Capital Asset Pricing Model (CAPM) introduced last century by Sharpe (1...
© 2014, Mediterranean Center of Social and Educational Research. All rights reserved. The article re...
We estimate a non-parametrical Capital Asset Pricing Model (CAPM) and find strong evidence rejecting...
We find that the CAPM fails to explain the small firm effect even if its non-parametric form is used...
The Capital Asset Pricing Model (CAPM) predicts a linear relation between assets’ return and their b...
This study extends the capital asset pricing model (CAPM) to situations where a subset of investors ...
El Modelo de Valoración del Precio de los Activos Financieros (Capital Asset Pricing Model), conocid...
In this study, we examine the Capital Asset Pricing Model (CAPM) structure in Dhaka Stock Exchange (...
In this study an alternative nonparametric estimator to the Fama and MacBeth approach for the CAPM e...
The Capital Asset Pricing Model (CAPM) widely used for the valuation of financial assets may have pe...
The distributions of stock returns and capital asset pricing model (CAPM) regression residuals are t...
This article offers an alternative proof of the capital asset pricing model (CAPM) when asset return...
[[abstract]]Conventional tests of capital asset pricing model usually assume that β, a measure of th...
Using a sample of common stocks traded on the Istanbul Stock Exchange from February 1997 to April 20...
Recognizing that a part of the unobservable market portfolio is certainly observable, the author fir...
The celebrated single factor Capital Asset Pricing Model (CAPM) introduced last century by Sharpe (1...
© 2014, Mediterranean Center of Social and Educational Research. All rights reserved. The article re...