Testing the CAPM Theory Based on a New Model for Fama-French 25 Portfolio Returns

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ISSN Print: 2162-2078
ISSN Online: 2162-2086
www.scirp.org/journal/tel
E-mail: tel@scirp.org

"Testing the CAPM Theory Based on a New Model for Fama-French 25 Portfolio Returns"
written by Liuling Li, Quan Gan, Ziyue Zhuo, Bruce Mizrach,
published by Theoretical Economics Letters, Vol.4 No.8, 2014

has been cited by the following article(s):

[1]	Multifactor Capital Asset Pricing Model in the Jordanian Stock Market
	Walden Dissertations and Doctoral Studies, 2018

[2]	Measuring Systemic Risk in the Chinese Financial System Based on Asymmetric Exponential Power Distribution
	Recent Developments in Data Science and Business Analytics, 2018

[3]	Testing a Multi-factor Capital Asset Pricing Model in the Jordanian Stock Market
	2018

[4]	Multifactor Capital Asset Pricing Model and the Jordanian Stock Market
	2018

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