Concepedia

Revisiting CAPM betas in an incomplete market: Evidence from the Korean stock market

Seok‐Kyun Hur, Chune Young Chung

Finance research letters · 2016 · 13 citations · 18 references

DOI

Concepts

References

18

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

William F. Sharpe · The Journal of Finance · 1964 · 17.4K citations

, , +17

Illiquidity and stock returns: cross-section and time-series effects

Yakov Amihud · Journal of Financial Markets · 2002 · 10.3K citations · Full text

, , +14

Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

William F. Sharpe · The Journal of Finance · 1964 · 7.5K citations

, , +14

The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

The Review of Economics and Statistics · 1965 · 6.9K citations

, , +17

The theory and practice of corporate finance: evidence from the field

John R. Graham, Campbell R. Harvey · Journal of Financial Economics · 2001 · 5.7K citations

, , +12