Browse Capital asset pricing model topic

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1-15 out of 15 article(s)

Title	Author	Type	Date	Words
Tax-adjusted discount rates with investor taxes and risky debt.	Cooper, Ian A.; Nyborg, Kjell G.	Report	Jun 22, 2008	8030
Size, book to market and momentum effects in the Australian stock market.	Kassimatis, Konstantinos	Report	Jun 1, 2008	11274
Cost-of-capital estimation and capital-budgeting practice in Australia.	Truong, Giang; Partington, Graham; Peat, Maurice	Report	Jun 1, 2008	12441
Risky business--health care finance and the VA.	Bromley, Howard R.		May 1, 2008	2880
3 Are the Fama-French factors proxying default risk?	Gharghori, Philip; Chan, Howard; Faff, Robert	Report	Dec 1, 2007	13783
Growth options, beta, and the cost of capital.	Bernardo, Antonio E.; Chowdhry, Bhagwan; Goyal, Amit		Jun 22, 2007	8043
Managers' role in systematic risk: a rejoinder to Chatterjee, Lubatkin, and Schulze (1999).	Baigent, Glenn; Nemiroff, Howard; Porrini, Patrizia		Jun 1, 2006	5912
Time-series analysis of return and beta in U.S.	Park, Kwang Woo		Jan 1, 2004	6868
A model to price puttable corporate bonds with default risk.	Wang, David		Jan 1, 2004	3751
Market efficiency, CAPM, and value-relevance of earnings and EVA: A reply to the comment by professor Paulo.	Chen, Shimin; Dodd, James L.		Dec 22, 2002	2589
An Examination of the Fama and French Three-Factor Model Using Commercially Available Factors.	Faff, Robert		Jun 1, 2001	8218
Asset Pricing.			Dec 22, 1999	992
Full-information industry betas.	Kaplan, Paul D.; Peterson, James D.		Jun 22, 1998	4443
Beta and an investor's holding period.	Levy, Haim; Gunthorpe, Deborah; Wachowicz, John, Jr.		Mar 22, 1994	2673
A full-information approach for estimating divisional betas.	Ehrhardt, Michael C.; Bhagwat, Yatin N.		Jun 22, 1991	4106