Essays Tagged: "Journal of Financial Economics"
CAPM vs. APT: Do you think APT or the CAPM is the best approach for a financial professional to use?
Korajczyk, (1988). "Risk and Return in an Equilibrium APT: Application of a New Test Methodology," Journal of Financial Economics, 21Jagannathan, Ravi, and Zhenyu Wang, (1996). "The conditional CAPM ... n, Ravi, and Zhenyu Wang, (1996). "The conditional CAPM and the cross-section of expected returns," Journal of Finance, Vol. 51, No. 1, March, pp. 3-53.Shanken, Jay, (1985). Multi-Beta CAPM or Equilib ...
Subjects: Businesss Research Papers > Accounting
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Event studyPart IBrown and Warner (Journal of Financial Economics, 1985) is mainly talks about the methodology to do event studies. Thr ... at new products release happened of those companies.MethodI read the article from Brown and Warner (Journal of Financial Economics, 1985), named using daily stock return-the case of event studies. By ...
Subjects: Area & Country Studies Essays