CAPITAL-ASSET PRICING COMPATIBLE WITH OBSERVED MARKET VALUE WEIGHTS

被引：19

作者：

BEST, MJ ^{[1
]}

GRAUER, RR ^{[1
]}

机构：

[1] SIMON FRASER UNIV,FAC BUSINESS ADM,DEPT ECON,BURNABY V5A 1S6,BC,CANADA

来源：

关键词：

D O I：

10.2307/2328049

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：85 / 103

页数：19

共 42 条

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[2]

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BLACK, F .

[4]

Black F, 1976, P AM STAT ASS, P177

[5] NEW LOOK AT CAPITAL ASSET PRICING MODEL [J].

BLUME, ME ;

FRIEND, I .

[6]

Brealey R., 1981, PRINCIPLES CORPORATE

BRENNAN, MJ .

[8] SPLIT INFORMATION, STOCK RETURNS AND MARKET EFFICIENCY .1. [J].

CHAREST, G .

[9]

CHENG PL, 1982, AM ECON REV, V72, P1201

[10]

CHENG PL, 1980, AM ECON REV, V70, P660