RobHayward's capm [33 articles] Export

Recent papers added to RobHayward's library classified by the tag capm. You can also see everyone's capm.

	Measuring abnormal performance Do stocks overreact? [My Copy] Journal of Financial Economics, Vol. 31, No. 2. (April 1992), pp. 235-268. by N. Chopra posted to momentum finance capm beta behaviour by RobHayward on 2009-09-23 10:47:18 as
	Yes, the Choice of Performance Measure Does Matter for Ranking of US Mutual Funds [My Copy] Social Science Research Network Working Paper Series (13 May 2009) by Jose R. Ornelas, Silva, Jose L. Fernandes posted to capm risk by RobHayward on 2009-06-05 09:35:30 as
	Beyond Sharpe ratio: Optimal asset allocation using different performance ratios [My Copy] Journal of Banking & Finance, Vol. 32, No. 10. (October 2008), pp. 2057-2063. by S. Farinelli, M. Ferreira, D. Rossello, M. Thoeny, L. Tibiletti posted to capm liquidity tails var by RobHayward on 2009-01-04 06:04:25 as
	The Equity Risk Premium: A Solution [My Copy] Journal of Monetary Economics, Vol. 22 (1988), pp. 117-131. by Thomas A. Rietz posted to behaviour capm equity erp option smile tails by RobHayward on 2008-09-24 16:11:06 as
	Do Bears and Bulls Move Across Borders? International Transmission of Stock Returns and Volatility [My Copy] The Review of Financial Studies, Vol. 7, No. 3. (1994), pp. 507-538. by Wen-Ling Lin, Robert F. Engle, Takatoshi Ito posted to capm finance information microstructure by RobHayward on 2008-06-25 08:05:23 as
	Revisiting the home bias puzzle: Downside equity risk [My Copy] Journal of International Money and Finance, Vol. 26, No. 7. (November 2007), pp. 1239-1260. by Rachel A. Campbell, Roman Kräussl posted to capm emh finance risk by RobHayward on 2008-06-23 07:13:55 as
	Investor Diversification and International Equity Markets [My Copy] The American Economic Review, Vol. 81, No. 2. (1991), pp. 222-226. by Kenneth R. French, James M. Poterba posted to behaviour capm portfolio by RobHayward on 2008-06-21 12:44:23 as
	A primer on hedge funds [My Copy] Journal of Empirical Finance, Vol. 6, No. 3. (September 1999), pp. 309-331. by William Fung, David A. Hsieh posted to capm fund hedge option by RobHayward on 2008-05-01 13:27:31 as
	Measuring security price performance [My Copy] Journal of Financial Economics, Vol. 8, No. 3. (September 1980), pp. 205-258. by Stephen J. Brown, Jerold B. Warner posted to capm econometrics emh by RobHayward on 2007-08-17 09:13:25 as along with 2 people jchau ChristianRauh
	Which Money is Smart? Mutual Fund Buys and Sells of Individual and Institutional Investors [My Copy] by Aneel Keswani, David Stolin posted to behaviour capm emh fund by RobHayward on 2007-08-17 08:21:44 as
	An Asset Allocation Puzzle [My Copy] The American Economic Review, Vol. 87, No. 1. (1997), pp. 181-191. by Niko Canner, Gregory N. Mankiw, David N. Weil posted to capm emh equity finance by RobHayward on 2007-08-17 08:04:02 as
	The Capital Asset Pricing Model: Theory and Evidence [My Copy] The Journal of Economic Perspectives, Vol. 18, No. 3. (2004), pp. 25-46. by Eugene F. Fama, Kenneth R. French posted to capm finance by RobHayward on 2007-05-17 13:41:11 as along with 2 people tkravitz pirapira
	The Halloween Indicator, 'Sell in May and Go Away': Another Puzzle [My Copy] (July 2001) by Ben Jacobson, Sven Bouman posted to behaviour capm emh finance by RobHayward on 2007-05-17 13:38:53 as
	On the determinants of portfolio choice [My Copy] Journal of Economic Behavior & Organization, Vol. In Press, Corrected Proof by Bart Frijns, Esther Koellen, Thorsten Lehnert posted to behaviour capm emh portfolio by RobHayward on 2006-12-03 08:43:17 as
	Disagreement, tastes, and asset prices [My Copy] Journal of Financial Economics, Vol. In Press, Corrected Proof by Eugene F. Fama, Kenneth R. French posted to capm emh finance by RobHayward on 2006-12-01 08:46:50 as
	The conditional CAPM does not explain asset-pricing anomalies [My Copy] Journal of Financial Economics, Vol. 82, No. 2. (November 2006), pp. 289-314. by Jonathan Lewellen, Stefan Nagel posted to capm finance by RobHayward on 2006-11-07 15:17:39 as along with 1 person Westerkamp
	Stock Price Informativeness, Cross-Listings and Investment Decisions [My Copy] CEPR Discussion Paper No. 5722 by Thierry Foucault, Thomas Gehrig posted to agency behaviour capm finance fm by RobHayward on 2006-10-26 18:57:55 as
	International portfolio diversification: A study of linkages among the U.S., European and Japanese equity markets [My Copy] Journal of Multinational Financial Management, Vol. 16, No. 4. (October 2006), pp. 440-458. by Fahimeh Rezayat, Burhan F. Yavas posted to capm equity finance portfolio by RobHayward on 2006-10-03 13:46:58 as
	Costly arbitrage and the myth of idiosyncratic risk [My Copy] Journal of Accounting and Economics, Vol. In Press, Corrected Proof by Jeffrey Pontiff posted to behaviour capm momentum by RobHayward on 2006-05-30 13:39:50 as along with 1 person Westerkamp
	Reconciling the Return Predictability Evidence [My Copy] NBER Working Paper No. W12109 by Martin Lettau, Stijn Van Nieuwerburgh posted to capm finance trading by RobHayward on 2006-05-29 08:15:08 as
	Simulating stock returns under switching regimes - a new test of market efficiency [My Copy] Cardif Economics Working Papers No. 2006/13 by David Meenagh, Patrick Minford, David Peel posted to capm emh by RobHayward on 2006-05-24 10:17:29 as
	Playing Footsy with the FTSE 100 Index [My Copy] by J. A. Y. Dahya posted to behaviour capm markets by RobHayward on 2006-05-24 07:04:44 as
	Why is the accrual anomaly not arbitraged away? The role of idiosyncratic risk and transaction costs [My Copy] Journal of Accounting and Economics, Vol. In Press, Corrected Proof by Christina Mashruwala, Shivaram Rajgopal, Terry Shevlin posted to bop capm momentum by RobHayward on 2006-05-23 13:24:20 as
	Agency-Based Asset Pricing [My Copy] NBER Working Paper No. W12084 by Gary Gorton, Ping He posted to agency capm fm by RobHayward on 2006-05-20 06:17:35 as
	Asset Pricing at the Millennium [My Copy] Journal of Finance, Vol. 55, No. 4. by John Y. Campbell posted to capm finance by RobHayward on 2006-05-19 11:30:20 as
	Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations [My Copy] NBER Working Paper No. W12055 by Jay Shanken, Guofu Zhou posted to capm finance by RobHayward on 2006-05-13 06:24:02 as
	A Note on Erb and Harvey (2005) [My Copy] Yale ICF Working Paper No. 06-02 by Gary Gorton, Geert K. Rouwenhorst posted to capm by RobHayward on 2006-05-10 06:43:14 as
	The Dog That Did Not Bark: A Defense of Return Predictability [My Copy] NBER Working Paper No. W12026 by John Cochrane posted to beta capm by RobHayward on 2006-05-04 18:18:12 as
	Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk [My Copy] Journal of Financial Economics, Vol. 80, No. 2. (May 2006), pp. 309-349. by Ronnie Sadka posted to behaviour capm equity finance microstructure by RobHayward on 2006-05-02 13:10:30 as
	Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis [My Copy] (December 2005) by Robert Kosowski, Narayan Naik, Melvyn Teo posted to bayesian bootstrap capm finance by RobHayward on 2006-04-28 19:11:08 as
	Lifecycle Asset Allocation Strategies and the Distribution of 401(k) Retirement Wealth [My Copy] NBER Working Paper No. W11974 by James Poterba, David Wise, Joshua Rauh, Steven Venti posted to capm finance pension portfolio by RobHayward on 2006-04-26 07:22:46 as
	Growth Options, Beta, and Cost of Capital [My Copy] UCLA Working paper, March 2005 by Antonio Bernardo, Bhagwan Chowdry, Amit Goyal posted to beta capm equity by RobHayward on 2006-04-19 18:09:40 as
	CAPM Over the Long Run: 1926-2001 [My Copy] NBER Working Paper No. W11903 by Andrew posted to capm by RobHayward on 2006-04-15 10:29:06 as

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RobHayward's capm [33 articles] Export

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