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ON THE EXCLUSION OF ASSETS FROM TESTS OF THE 2-PARAMETER MODEL - A SENSITIVITY ANALYSIS
被引:186
作者
:
STAMBAUGH, RF
论文数:
0
引用数:
0
h-index:
0
STAMBAUGH, RF
机构
:
来源
:
JOURNAL OF FINANCIAL ECONOMICS
|
1982年
/ 10卷
/ 03期
关键词
:
D O I
:
10.1016/0304-405X(82)90002-2
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:237 / 268
页数:32
相关论文
共 45 条
[1]
[Anonymous], 1969, FINANCIAL STRUCTURE
[2]
ARE GOVERNMENT BONDS NET WEALTH
BARRO, RJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
BARRO, RJ
[J].
JOURNAL OF POLITICAL ECONOMY,
1974,
82
(06)
: 1095
-
1117
[3]
CONFLICT AMONG CRITERIA FOR TESTING HYPOTHESES IN MULTIVARIATE LINEAR-REGRESSION MODEL
BERNDT, ER
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
BERNDT, ER
SAVIN, NE
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
SAVIN, NE
[J].
ECONOMETRICA,
1977,
45
(05)
: 1263
-
1277
[4]
SOME NEW BOND INDEXES
BILDERSEE, JS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
BILDERSEE, JS
[J].
JOURNAL OF BUSINESS,
1975,
48
(04)
: 506
-
525
[5]
CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING
BLACK, F
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
BLACK, F
[J].
JOURNAL OF BUSINESS,
1972,
45
(03)
: 444
-
455
[6]
COMPARISON OF STABLE AND STUDENT DISTRIBUTIONS AS STATISTICAL MODELS FOR STOCK PRICES
BLATTBERG, RC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
BLATTBERG, RC
GONEDES, NJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
GONEDES, NJ
[J].
JOURNAL OF BUSINESS,
1974,
47
(02)
: 244
-
280
[7]
NEW LOOK AT CAPITAL ASSET PRICING MODEL
BLUME, ME
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
UNIV PENN,PHILADELPHIA,PA 19104
BLUME, ME
FRIEND, I
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
UNIV PENN,PHILADELPHIA,PA 19104
FRIEND, I
[J].
JOURNAL OF FINANCE,
1973,
28
(01)
: 19
-
33
[8]
BLUME ME, 1968, THESIS U CHICAGO CHI
[9]
EILBOTT P, 1973, I INVESTORS CORPORAT
[10]
ASSET RETURNS AND INFLATION
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,GRAD SCH MANAGEMENT,ROCHESTER,NY 14627
UNIV ROCHESTER,GRAD SCH MANAGEMENT,ROCHESTER,NY 14627
FAMA, EF
SCHWERT, GW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,GRAD SCH MANAGEMENT,ROCHESTER,NY 14627
UNIV ROCHESTER,GRAD SCH MANAGEMENT,ROCHESTER,NY 14627
SCHWERT, GW
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1977,
5
(02)
: 115
-
146
←
1
2
3
4
5
→
共 45 条
[1]
[Anonymous], 1969, FINANCIAL STRUCTURE
[2]
ARE GOVERNMENT BONDS NET WEALTH
BARRO, RJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
UNIV CHICAGO,CHICAGO,IL 60637
BARRO, RJ
[J].
JOURNAL OF POLITICAL ECONOMY,
1974,
82
(06)
: 1095
-
1117
[3]
CONFLICT AMONG CRITERIA FOR TESTING HYPOTHESES IN MULTIVARIATE LINEAR-REGRESSION MODEL
BERNDT, ER
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
BERNDT, ER
SAVIN, NE
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BRITISH COLUMBI,CANADA
SAVIN, NE
[J].
ECONOMETRICA,
1977,
45
(05)
: 1263
-
1277
[4]
SOME NEW BOND INDEXES
BILDERSEE, JS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104
BILDERSEE, JS
[J].
JOURNAL OF BUSINESS,
1975,
48
(04)
: 506
-
525
[5]
CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING
BLACK, F
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
BLACK, F
[J].
JOURNAL OF BUSINESS,
1972,
45
(03)
: 444
-
455
[6]
COMPARISON OF STABLE AND STUDENT DISTRIBUTIONS AS STATISTICAL MODELS FOR STOCK PRICES
BLATTBERG, RC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
BLATTBERG, RC
GONEDES, NJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
UNIV CHICAGO, GRAD SCH BUSINESS, CHICAGO, IL 60637 USA
GONEDES, NJ
[J].
JOURNAL OF BUSINESS,
1974,
47
(02)
: 244
-
280
[7]
NEW LOOK AT CAPITAL ASSET PRICING MODEL
BLUME, ME
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
UNIV PENN,PHILADELPHIA,PA 19104
BLUME, ME
FRIEND, I
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,PHILADELPHIA,PA 19104
UNIV PENN,PHILADELPHIA,PA 19104
FRIEND, I
[J].
JOURNAL OF FINANCE,
1973,
28
(01)
: 19
-
33
[8]
BLUME ME, 1968, THESIS U CHICAGO CHI
[9]
EILBOTT P, 1973, I INVESTORS CORPORAT
[10]
ASSET RETURNS AND INFLATION
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,GRAD SCH MANAGEMENT,ROCHESTER,NY 14627
UNIV ROCHESTER,GRAD SCH MANAGEMENT,ROCHESTER,NY 14627
FAMA, EF
SCHWERT, GW
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,GRAD SCH MANAGEMENT,ROCHESTER,NY 14627
UNIV ROCHESTER,GRAD SCH MANAGEMENT,ROCHESTER,NY 14627
SCHWERT, GW
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1977,
5
(02)
: 115
-
146
←
1
2
3
4
5
→