MEASURING SECURITY PRICE PERFORMANCE

[1] ANOMALIES IN RELATIONSHIPS BETWEEN SECURITIES YIELDS AND YIELD-SURROGATES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (2-3) : 103 - 126

[2] EMPIRICAL EVALUATION OF ACCOUNTING INCOME NUMBERS [J]. JOURNAL OF ACCOUNTING RESEARCH, 1968, 6 (02) : 159 - 178

[3] Ball R., 1977, AUSTR J MANAGEMENT, V2, P105

[4] Bawa VS, 1979, ESTIMATION RISK OPTI

[5] BEAVER WH, UNPUBLISHED

[6] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[7] BLACK F, UNPUBLISHED

[8] BRENNER M, 1979, J FINANC, V34, P915

[9] NOTE ON RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS [J]. JOURNAL OF POLITICAL ECONOMY, 1976, 84 (02) : 407 - 409

[10] BROWN RL, 1975, J ROY STAT SOC B MET, V37, P149

[1] ANOMALIES IN RELATIONSHIPS BETWEEN SECURITIES YIELDS AND YIELD-SURROGATES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (2-3) : 103 - 126

[2] EMPIRICAL EVALUATION OF ACCOUNTING INCOME NUMBERS [J]. JOURNAL OF ACCOUNTING RESEARCH, 1968, 6 (02) : 159 - 178

[3] Ball R., 1977, AUSTR J MANAGEMENT, V2, P105

[4] Bawa VS, 1979, ESTIMATION RISK OPTI

[5] BEAVER WH, UNPUBLISHED

[6] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[7] BLACK F, UNPUBLISHED

[8] BRENNER M, 1979, J FINANC, V34, P915

[9] NOTE ON RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS [J]. JOURNAL OF POLITICAL ECONOMY, 1976, 84 (02) : 407 - 409

[10] BROWN RL, 1975, J ROY STAT SOC B MET, V37, P149