Matches in SemOpenAlex for { <https://semopenalex.org/work/W2005012709> ?p ?o ?g. }
Showing items 1 to 65 of
65
with 100 items per page.
- W2005012709 endingPage "141" @default.
- W2005012709 startingPage "127" @default.
- W2005012709 abstract "The Consumption Capital Asset Pricing Model (C-CAPM) is tested using data on equity prices in Jordan, Turkey, and Pakistan over the period 1986–1993. The analysis is carried out in two steps. The parameters of agents’ dynamic consumption and investment decisions are first estimated, and then the implied equity market price (based on the model) is compared with the actual evolution of equity prices. The empirical results support the proposition that equity price movements in Jordan, Turkey, and Pakistan are not consistent with the C-CAPM. In each of these developing equity markets, the variability of equity price indices could not be accounted for by information regarding future dividends alone, and the failure to reject the null hypothesis of no cointegration of the implied and actual equity price series is due to parameter instability. © 1997 John Wiley & Sons, Ltd." @default.
- W2005012709 created "2016-06-24" @default.
- W2005012709 creator A5035012507 @default.
- W2005012709 creator A5083441449 @default.
- W2005012709 date "1998-04-01" @default.
- W2005012709 modified "2023-10-09" @default.
- W2005012709 title "Testing the consumption-CAPM in developing equity markets" @default.
- W2005012709 doi "https://doi.org/10.1002/(sici)1099-1158(199804)3:2<127::aid-ijfe72>3.0.co;2-x" @default.
- W2005012709 hasPublicationYear "1998" @default.
- W2005012709 type Work @default.
- W2005012709 sameAs 2005012709 @default.
- W2005012709 citedByCount "8" @default.
- W2005012709 countsByYear W20050127092014 @default.
- W2005012709 countsByYear W20050127092021 @default.
- W2005012709 countsByYear W20050127092023 @default.
- W2005012709 crossrefType "journal-article" @default.
- W2005012709 hasAuthorship W2005012709A5035012507 @default.
- W2005012709 hasAuthorship W2005012709A5083441449 @default.
- W2005012709 hasConcept C10138342 @default.
- W2005012709 hasConcept C106159729 @default.
- W2005012709 hasConcept C116168712 @default.
- W2005012709 hasConcept C145162277 @default.
- W2005012709 hasConcept C149782125 @default.
- W2005012709 hasConcept C149866677 @default.
- W2005012709 hasConcept C162324750 @default.
- W2005012709 hasConcept C17744445 @default.
- W2005012709 hasConcept C181236170 @default.
- W2005012709 hasConcept C199539241 @default.
- W2005012709 hasConcept C199728807 @default.
- W2005012709 hasConcept C556758197 @default.
- W2005012709 hasConcept C71110296 @default.
- W2005012709 hasConceptScore W2005012709C10138342 @default.
- W2005012709 hasConceptScore W2005012709C106159729 @default.
- W2005012709 hasConceptScore W2005012709C116168712 @default.
- W2005012709 hasConceptScore W2005012709C145162277 @default.
- W2005012709 hasConceptScore W2005012709C149782125 @default.
- W2005012709 hasConceptScore W2005012709C149866677 @default.
- W2005012709 hasConceptScore W2005012709C162324750 @default.
- W2005012709 hasConceptScore W2005012709C17744445 @default.
- W2005012709 hasConceptScore W2005012709C181236170 @default.
- W2005012709 hasConceptScore W2005012709C199539241 @default.
- W2005012709 hasConceptScore W2005012709C199728807 @default.
- W2005012709 hasConceptScore W2005012709C556758197 @default.
- W2005012709 hasConceptScore W2005012709C71110296 @default.
- W2005012709 hasIssue "2" @default.
- W2005012709 hasLocation W20050127091 @default.
- W2005012709 hasOpenAccess W2005012709 @default.
- W2005012709 hasPrimaryLocation W20050127091 @default.
- W2005012709 hasRelatedWork W148585723 @default.
- W2005012709 hasRelatedWork W1686069590 @default.
- W2005012709 hasRelatedWork W1878787371 @default.
- W2005012709 hasRelatedWork W2012215390 @default.
- W2005012709 hasRelatedWork W2144626313 @default.
- W2005012709 hasRelatedWork W2613427390 @default.
- W2005012709 hasRelatedWork W2737515734 @default.
- W2005012709 hasRelatedWork W2947350074 @default.
- W2005012709 hasRelatedWork W2993644696 @default.
- W2005012709 hasRelatedWork W3125791460 @default.
- W2005012709 hasVolume "3" @default.
- W2005012709 isParatext "false" @default.
- W2005012709 isRetracted "false" @default.
- W2005012709 magId "2005012709" @default.
- W2005012709 workType "article" @default.