MEASURING SECURITY PRICE PERFORMANCE

被引：1338

作者：

BROWN, SJ ^{[1
]}

WARNER, JB ^{[1
]}

机构：

[1] UNIV ROCHESTER,ROCHESTER,NY 14627

来源：

关键词：

D O I：

10.1016/0304-405X(80)90002-1

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：205 / 258

页数：54

共 43 条

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BALL, R ;

BROWN, P .

[3]

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[4]

Bawa VS, 1979, ESTIMATION RISK OPTI

[5]

BEAVER WH, UNPUBLISHED

[6] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J].

BLACK, F .

[7]

BLACK F, UNPUBLISHED

[8]

BRENNER M, 1979, J FINANC, V34, P915

[9] NOTE ON RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS [J].

BRENNER, M .

[10]

BROWN RL, 1975, J ROY STAT SOC B MET, V37, P149