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A Capital Asset Pricing Model with Variable Asset Supply

https://doi.org/10.1108/eb043389
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19/19 checkable references clean · checked 2026-09-14

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

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The 19 checked references that resolve
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The Paradox of Asset Pricing
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An intertemporal asset pricing model with stochastic consumption and investment opportunities
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The Debt-Equity Choice
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Market underreaction to open market share repurchases
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Timing, investment opportunities, managerial discretion, and the security issue decision
resolves10.1093/rfs/4.4.685
The Effect of Information Releases on the Pricing and Timing of Equity Issues
resolves10.1016/0927-538X(94)90016-7
Initial public offerings: International insights
resolves10.2307/1913837
Asset Prices in an Exchange Economy
resolves10.1017/CBO9780511810176
Limited-dependent and qualitative variables in econometrics
resolves10.1111/j.1540-6261.1982.tb01099.x
The Choice Between Equity and Debt: An Empirical Study
resolves10.2307/1913811
An Intertemporal Capital Asset Pricing Model
resolves10.2307/1910098
Equilibrium in a Capital Asset Market
resolves10.1111/0022-1082.25448
Why Do Companies Go Public? An Empirical Analysis
resolves10.1111/j.1540-6261.1973.tb01356.x
A MEAN‐VARIANCE SYNTHESIS OF CORPORATE FINANCIAL THEORY
resolves10.1111/j.1540-6261.1977.tb03348.x
A MODEL OF CORPORATE FINANCING DECISIONS
The 1 reference without a DOI — listed, not checked
no DOI — not checkedPortfolio Theory and Capital Markets
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