RISK-RETURN RELATIONSHIP AND STOCK-PRICES

被引：10

作者：

BACHRACH, B ^{[1
]}

GALAI, D ^{[1
]}

机构：

[1] HEBREW UNIV JERUSALEM, JERUSALEM 91000, ISRAEL

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1979年 / 14卷 / 02期

关键词：

D O I：

10.2307/2330512

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：421 / 441

页数：21

共 21 条

[1] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J].

BLACK, F .

JOURNAL OF BUSINESS, 1972, 45 (03) :444-455

[2]

Black F., 1973, STUDIES THEORY CAPIT

[3] PRICE, BETA, AND EXCHANGE LISTING [J].

BLUME, ME ;

HUSIC, F .

JOURNAL OF FINANCE, 1973, 28 (02) :283-299

[4] ASSESSMENT OF RISK [J].

BLUME, ME .

JOURNAL OF FINANCE, 1971, 26 (01) :1-10

[5]

BROWN LD, 1970, RISK RETURN SECURITI

[6]

BROWNLEE KA, 1965, STATISTICAL THEORY M

[7]

DOUGLAS GW, 1969, YALE ECON ESSAYS, V9, P3

[8]

Fama E. F., 1972, THEORY FINANCE

[9] RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS [J].

FAMA, EF ;

MACBETH, JD .

JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) :607-636

[10] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J].

FAMA, EF .

JOURNAL OF FINANCE, 1970, 25 (02) :383-423

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