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De Ratione Volume 7, 1993 - Issue 1
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Original Articles

Estimating the Return Parameters of the Capital Asset Pricing Model

Colin FirerUniversity of the WitwatersrandView further author information
Pages 23-39 | Published online: 03 Jun 2015

Citations (6)

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Read on this site (5)

P Digby, C Firer & E Gilbert. (2006) The South African Equity Risk Premium. Studies in Economics and Econometrics 30:3, pages 1-17.
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C Firer & D Bradfield. (2002) On the Market Risk Premium. Studies in Economics and Econometrics 26:2, pages 69-80.
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M Ward. (2000) The CAPM in an options pricing framework. Investment Analysts Journal 29:52, pages 35-44.
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P van Rensburg. (1998) Unifying the factor analytic and prespecified variable approaches to APT factor identification on the Johannesburg Stock Exchange. South African Journal of Accounting Research 12:1, pages 15-45.
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P van Rensburg & K Slaney. (1997) Market Segmentation on the Johannesburg Stock Exchange. Studies in Economics and Econometrics 21:3, pages 1-23.
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Articles from other publishers (1)

E.R. Laubscher. (2002) A review of the theory of and evidence on the use of the capital asset pricing model to estimate expected share returns. Meditari Accountancy Research 10:1, pages 131-146.
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