Asset pricing in the Australian industrial equity market

Ball R., Brown P. and Officer R.R. (1976) Asset pricing in the Australian industrial equity market. Australian Journal of Management, 1 1: 1-32. doi:10.1177/031289627600100101

Author Ball R.
Brown P.
Officer R.R.
Title Asset pricing in the Australian industrial equity market
Journal name Australian Journal of Management   Check publisher's open access policy
ISSN 1327-2020
Publication date 1976
Sub-type Article (original research)
DOI 10.1177/031289627600100101
Volume 1
Issue 1
Start page 1
End page 32
Total pages 32
Subject 1400 Business, Management and Accounting
Abstract The two-moment, mean-variance model of asset pricing is tested against data from the Melbourne stock exchange. The model appears to describe the data quite well, though there are problems in experimental design which are yet to be cleared up. Neither variance nor skewness appears to explain additional price behaviour to that explained by covariance, as is predicted by the two-moment model.
Q-Index Code C1
Q-Index Status Provisional Code
Institutional Status Unknown

Document type: Journal Article
Sub-type: Article (original research)
Collection: Scopus Import
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Citation counts: Scopus Citation Count Cited 24 times in Scopus Article | Citations
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Created: Tue, 14 Jun 2016, 05:14:36 EST by System User