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Rational functions: an alternative approach to asset pricing

Published:2018-11-07 Issue:20 Volume:51 Page:2091-2119
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Chakraborty Nilanjana¹,Elgammal Mohammed M²,McMillan David³

Affiliation:

1. Freelance Researcher, Doctorate in Finance from Indian Institute of Science, Bangalore, India

2. Department of Finance and Economics, College of Business and Economics, Qatar University, Doha, Qatar

3. Accounting and Finance Division, Stirling Management School, University of Stirling, Stirling, UK

Funder

did not receive any specific grant from funding agencies in the public

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2018.1540848

Reference49 articles.

1. Stock returns and the Miller Modigliani valuation formula: Revisiting the Fama French analysis

2. The relationship between return and market value of common stocks

3. A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction

4. The Pricing of Options and Corporate Liabilities

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