Advanced search
Publication Cover
Applied Economics Letters Volume 8, 2001 - Issue 8
Submit an article Journal homepage
137
Views
7
CrossRef citations to date
0
Altmetric
Original Articles

Unit roots in the CAPM?

Raphael N. Markellos Department of Economics, Loughborough University, Loughborough , Leics LE11 3TU, UK
&
Terence C. Mills Department of Economics, Loughborough University, Loughborough , Leics LE11 3TU, UK
Pages 499-502 | Published online: 06 Oct 2010

Citations (7)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (2)

Adrienne Kearney & Raymond Lombra. (2008) Nonneutral short-run effects of derivatives on gold prices. Applied Financial Economics 18:12, pages 985-994.
Read now
Raphael N. Markellos. (2004) Diversification benefits in trading?. Applied Financial Economics 14:1, pages 13-17.
Read now

Articles from other publishers (5)

Wegener & Basse. (2019) The Stability of Factor Sensitivities of German Stock Market Sector Indices: Empirical Evidence and Some Thoughts about Practical Implications. Journal of Risk and Financial Management 12:3, pages 140.
Crossref
Terence C. Mills. (2007) Exploring historical economic relationships: two and a half centuries of British interest rates and inflation. Cliometrica 2:3, pages 213-228.
Crossref
Gawon Yoon. (2005) Stochastic Unit Roots in the Capital Asset Pricing Model?. Bulletin of Economic Research 57:4, pages 369-389.
Crossref
Terence C. Mills. (2004) Is the North Atlantic oscillation a random walk? A comment with further results. International Journal of Climatology 24:3, pages 377-383.
Crossref
Oluseun A. Paseda. (2006) The Investment Performance of Common Stocks in Nigeria. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.