THE RELATIONSHIP BETWEEN RETURN AND MARKET VALUE OF COMMON-STOCKS

[11] IBBOTSON R, 1979, J PORTFOLIO MANAGE, V6, P82

[12] IBBOTSON RG, 1977, STOCKS BONDS BILLS I

[13] EFFECT OF LIMITED INFORMATION AND ESTIMATION RISK ON OPTIMAL PORTFOLIO DIVERSIFICATION [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (01) : 89 - 111

[14] SKEWNESS PREFERENCE AND VALUATION OF RISK ASSETS [J]. JOURNAL OF FINANCE, 1976, 31 (04) : 1085 - 1100

[15] ERRORS IN VARIABLES BIAS IN PRESENCE OF CORRECTLY MEASURED VARIABLES [J]. ECONOMETRICA, 1973, 41 (05) : 985 - 986

[16] EFFECT OF PERSONAL TAXES AND DIVIDENDS ON CAPITAL ASSET PRICES - THEORY AND EMPIRICAL-EVIDENCE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (02) : 163 - 195

[17] TRANSACTION COSTS IN A MODEL OF CAPITAL-MARKET EQUILIBRIUM [J]. JOURNAL OF POLITICAL ECONOMY, 1979, 87 (04) : 673 - 700

[18] MISSPECIFICATION OF CAPITAL-ASSET PRICING - EMPIRICAL ANOMALIES BASED ON EARNINGS YIELDS AND MARKET VALUES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (01) : 19 - 46

[19] Roll R., 1977, J FINANC ECON, V4, P120

[20] STATTMAN D, 1980, THESIS U CHICAGO CHI

[11] IBBOTSON R, 1979, J PORTFOLIO MANAGE, V6, P82

[12] IBBOTSON RG, 1977, STOCKS BONDS BILLS I

[13] EFFECT OF LIMITED INFORMATION AND ESTIMATION RISK ON OPTIMAL PORTFOLIO DIVERSIFICATION [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (01) : 89 - 111

[14] SKEWNESS PREFERENCE AND VALUATION OF RISK ASSETS [J]. JOURNAL OF FINANCE, 1976, 31 (04) : 1085 - 1100

[15] ERRORS IN VARIABLES BIAS IN PRESENCE OF CORRECTLY MEASURED VARIABLES [J]. ECONOMETRICA, 1973, 41 (05) : 985 - 986

[16] EFFECT OF PERSONAL TAXES AND DIVIDENDS ON CAPITAL ASSET PRICES - THEORY AND EMPIRICAL-EVIDENCE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (02) : 163 - 195

[17] TRANSACTION COSTS IN A MODEL OF CAPITAL-MARKET EQUILIBRIUM [J]. JOURNAL OF POLITICAL ECONOMY, 1979, 87 (04) : 673 - 700

[18] MISSPECIFICATION OF CAPITAL-ASSET PRICING - EMPIRICAL ANOMALIES BASED ON EARNINGS YIELDS AND MARKET VALUES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (01) : 19 - 46

[19] Roll R., 1977, J FINANC ECON, V4, P120

[20] STATTMAN D, 1980, THESIS U CHICAGO CHI