Concepedia

International tests of the ZCAPM asset pricing model

James W. Kolari, Jianhua Z. Huang, Hilal Anwar Butt, Huiling Liao

Journal of International Financial Markets Institutions and Money · 2022 · 21 citations · 71 references

Concepts

BusinessEconomicsFinanceAsset PricingFinancial EconomicsInternational FinanceAsset PricesAsset Pricing EmpiricsAsset Pricing TheoryAsset Return ModelingCapital Asset PricingCapital MarketsAsset Pricing DynamicsAsset Pricing TestsEquilibrium Asset PricingInternational Capital Asset Pricing ModelMacroeconomic Asset Pricing

References

71

Maximum Likelihood from Incomplete Data Via the <i>EM</i> Algorithm

A. P. Dempster, N. M. Laird, Donald B. Rubin · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1977 · 49.7K citations

Public Health, Biostatistics, Bayesian Data Analysis +16

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations

Business, Economics, Finance +12

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

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

Business, Economics, Finance +17

On Persistence in Mutual Fund Performance

Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text

Business, Economics, Finance +17

The Cross‐Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text

Business, Economics, Finance +16