Concepedia

James D. MacBeth

JD

Statistics

Publications

12

Citations

16.4K

H-Index

11

Active since

1973

Affiliations

Knowledge Foundation(Current)

James D. MacBeth is an author at Knowledge Foundation specializing in financial economics, finance, and economics.

Publications per year

1973–1995

12

Publications

12

Risk, Return, and Equilibrium: Empirical Tests

Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations

, , +17

An Empirical Examination of the Black‐Scholes Call Option Pricing Model

James D. MacBeth, Larry J. Merville · The Journal of Finance · 1979 · 422 citations

, , +14

Further Results on the Constant Elasticity of Variance Call Option Pricing Model

David C. Emanuel, James D. MacBeth · Journal of Financial and Quantitative Analysis · 1982 · 314 citations

, , +16

Tests of the Black‐Scholes and Cox Call Option Valuation Models

James D. MacBeth, Larry J. Merville · The Journal of Finance · 1980 · 194 citations

, , +12

An Empirical Examination of the Black-Scholes Call Option Pricing Model

James D. MacBeth, Larry J. Merville · The Journal of Finance · 1979 · 109 citations

, , +14

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