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Applied Economics Letters Volume 16, 2009 - Issue 16
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Original Articles

Stock return dynamics and the CAPM anomalies

Reidar Hagtvedt Georgia Institute of Technology, USACorrespondence[email protected]
Pages 1593-1596 | Published online: 12 Nov 2009

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Luca Vincenzo Ballestra & Graziella Pacelli. (2011) The constant elasticity of variance model: calibration, test and evidence from the Italian equity market. Applied Financial Economics 21:20, pages 1479-1487.
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Articles from other publishers (3)

Ata ÖZKAYA. (2022) Hisse Senedi Piyasalarında Lineer-olmayan Dinamikler ve Düzensiz Örüntüler:BIST-100 ve S&P500 Endeksleri Karşılaştırması. ODÜ Sosyal Bilimler Araştırmaları Dergisi (ODÜSOBİAD).
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Matthew A. Wey. (2018) Nonlinear dynamics of U.S. equity factor portfolios. Chaos: An Interdisciplinary Journal of Nonlinear Science 28:11.
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Ata Ozkaya. (2015) A model of active trading by using the properties of chaos. Digital Signal Processing 39, pages 15-21.
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