Author:
Connor Gregory,Korajczyk Robert A.
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Reference29 articles.
1. Breeden, Douglas, T., Gibbons, Michael R., and Litzenberger, Robert H., “Empirical Tests of the Consumption-Oriented CAPM,”Journal of Finance, 44, 231–262 (1989).
2. Chang, Eric C., and Lewellen, Wilbur, G., “Market Timing and Mutual Fund Investment Performance,”Journal of Business, 56, 57–72 (1984).
3. Chen, Nai-fu, Roll, Richard, and Ross, Stephen A., “Economic Forces and the Stock Market,”Journal of Business, 59, 383–403 (1986).
4. Connor, Gregory, and Korajczyk, Robert A., “Performance Measurement with the Arbitrage Pricing Theory: A New Framework for Analysis,”Journal of Financial Economics, 15, 373–394 (1986).
5. Connor, Gregory, and Korajczyk, Robert A., “Risk and Return in an Equilibrium APT: Application of a New Test Methodology,”Journal of Financial Economics, 21, 255–289 (1988a).
Cited by
85 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献