Journal of Guangxi Normal University(Natural Science Edition) ›› 2017, Vol. 35 ›› Issue (4): 49-57.doi: 10.16088/j.issn.1001-6600.2017.04.007
Previous Articles Next Articles
YANG Xiangjun1*,YANG Shanchao2
CLC Number:
[1] SHARP W F.Capital asset prices: a theory of market equilibrium under condition of risk[J].Journal of Finance,1964,19(3):425-442.DOI: 10.1111/j.1540-6261.1964.tb02865.x. [2] LINTNER J.The valuation of risky assets and the selection of risky investments in stock portfolios and capital budgets[J].The Review of Economics and Statistics,1965,47(1): 13-37.DOI: 10.2307/1924119. [3] BRENNAN M J.Taxes,market valuation and corporate financial policy[J].National Tax Journal,1970,23(4):417-427. [4] BLACK F.Capital market equilibrium with restricted borrowing[J].Journal of Business, 1972,45(3):444 -455. [5] BLACK F,JENSEN M C,SCHOLES M.The capital asset pricing model:some empirical test[C]// JENSEN M C.Studies in the Theory of Capital markets.New York:Praeger Publishers Inc, 1972:79-124. [6] FAMA E F,MACBETH J D.Risk,return and equilibrium:empirical test[J].Journal of Political Economy,1973,81(3):607-636. [7] BANZ R W.The relationship between return and market value of common stocks[J].Journal of Financial Economics,1981,9(1):3-18.DOI: 10.1016/0304-405X(81)90018-0. [8] FAMA E F,FRENCH K R.The cross-section of expected stock returns[J].Journal of Finance, 1992,47(2):427-465.DOI:10.1111/j.1540-6261.1992.tb04398.x. [9] 杨朝军,邢靖.上海证券市场CAPM实证检验[J].上海交通大学学报,1998,32(3):59-64. [10] 陈浪南,屈文洲.资本资产定价模型的实证研究[J].经济研究,2000(4):26-34. [11] 叶康涛,陆正飞.中国上市公司股权融资成本影响因素分析[J].管理世界,2004(5):127-131,142. [12] 朱顺泉.资本资产定价模型CAPM在中国资本市场中的实证检验[J].统计与信息论坛,2010,25(8):95-99.DOI:10.3969/j.issn.1007-3116.2010.08.018. [13] 陈小悦,孙爱军.CAPM在中国股市的有效性检验[J].北京大学学报(哲学社会科学版),2000,37(4):28-37. [14] 靳云汇,刘霖.中国股票市场CAPM的实证研究[J].金融研究,2001(7):106-115. [15] 顾荣宝,刘瑜华.CAPM对深圳股市的实证分析[J].安徽大学学报(自然科学版),2007,31(2):17-20.DOI:10.3969/j.issn.1000-2162.2007.02.005. [16] 冯佩.资本资产定价模型在上海股票市场的实证检验[J].西安财经学院学报,2010,23(4):11-16. DOI:10.3969/j.issn.1672-2817.2010.04.002. [17] 丁琳,刘文俊.中国沪市资本资产定价模型的实证检验:基于动态分组方法[J].中南财经政法大学学报,2013(4):101-109. |
No related articles found! |
|