On the public citation graph

Does CAPM overestimate more the risk or its price?

https://doi.org/10.2139/ssrn.5020899
0 signed · 36 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/rfe.1040openalex-snapshot
Equity Valuation: A Survey of Professional Practice
inferredcites →https://doi.org/10.1016/j.jbankfin.2014.05.001openalex-snapshot
Yes, the CAPM is testable
inferredcites →https://doi.org/10.1016/j.jfineco.2013.10.005openalex-snapshot
Betting against beta
inferredcites →https://doi.org/10.1016/j.jfineco.2017.08.002openalex-snapshot
Intermediary asset pricing: New evidence from many asset classes
inferredcites →https://doi.org/10.1016/j.jfineco.2018.02.012openalex-snapshot
Choosing factors
inferredcites →https://doi.org/10.1016/j.jfineco.2019.07.003openalex-snapshot
Betting against correlation: Testing theories of the low-risk effect
inferredcites →https://doi.org/10.1016/j.jfineco.2021.05.023openalex-snapshot
Betting Against Betting Against Beta
inferredcites →https://doi.org/10.1017/s0022109017000928openalex-snapshot
A Lottery-Demand-Based Explanation of the Beta Anomaly
inferredcites →https://doi.org/10.1080/07350015.2018.1506926openalex-snapshot
HAR Inference: Recommendations for Practice
inferredcites →https://doi.org/10.1086/261749openalex-snapshot
Implications of Security Market Data for Models of Dynamic Economies
inferredcites →https://doi.org/10.1086/262112openalex-snapshot
Beyond Arbitrage: Good‐Deal Asset Price Bounds in Incomplete Markets
inferredcites →https://doi.org/10.1086/295472openalex-snapshot
Capital Market Equilibrium with Restricted Borrowing
inferredcites →https://doi.org/10.1093/rfs/hhac050openalex-snapshot
Are Intermediary Constraints Priced?
inferredcites →https://doi.org/10.1093/rfs/hhad009openalex-snapshot
The Leading Premium
inferredcites →https://doi.org/10.1111/0022-1082.00144openalex-snapshot
Presidential Address: Expected Return, Realized Return, and Asset Pricing Tests
inferredcites →https://doi.org/10.1111/j.1540-6261.1964.tb02865.xopenalex-snapshot
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00836.xopenalex-snapshot
The Cross‐Section of Volatility and Expected Returns
inferredcites →https://doi.org/10.1111/jofi.12189openalex-snapshot
Financial Intermediaries and the Cross‐Section of Asset Returns
inferredcites →https://doi.org/10.1111/jofi.12431openalex-snapshot
Speculative Betas
inferredcites →https://doi.org/10.1111/jofi.12612openalex-snapshot
Interpreting Factor Models
inferredcites →https://doi.org/10.1111/jofi.12616openalex-snapshot
Margin Requirements and the Security Market Line
inferredcites →https://doi.org/10.1111/jofi.12883openalex-snapshot
Taming the Factor Zoo: A Test of New Factors
inferredcites →https://doi.org/10.1111/jofi.12910openalex-snapshot
Low‐Risk Anomalies?
inferredcites →https://doi.org/10.1111/jofi.13012openalex-snapshot
Leveraged Funds and the Shadow Cost of Leverage Constraints
inferredcites →https://doi.org/10.1146/annurev-financial-101521-104735openalex-snapshot
Factor Models, Machine Learning, and Asset Pricing
inferredcites →https://doi.org/10.1257/aer.97.2.159openalex-snapshot
Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns
inferredcites →https://doi.org/10.2139/ssrn.3503974openalex-snapshot
An Agnostic and Practically Useful Estimator of the Stochastic Discount Factor
inferredcites →https://doi.org/10.2139/ssrn.3774514openalex-snapshot
Is There a Replication Crisis in Finance?
inferredcites →https://doi.org/10.2307/1912275openalex-snapshot
Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
inferredcites →https://doi.org/10.2307/2233809openalex-snapshot
A Variance Decomposition for Stock Returns
inferredcites →https://doi.org/10.2307/2327568openalex-snapshot
Principles of Corporate Finance.
inferredcites →https://doi.org/10.2469/faj.v70.n2.2openalex-snapshot
The Low Risk Anomaly: A Decomposition into Micro and Macro Effects
inferredcites →https://doi.org/10.3386/w26009openalex-snapshot
Are Intermediary Constraints Priced?
inferredcites →https://doi.org/10.3386/w28432openalex-snapshot
Is There A Replication Crisis In Finance?
inferredcites →https://doi.org/10.3386/w31596openalex-snapshot
The Zero-Beta Interest Rate
inferredcites →https://doi.org/10.3386/w31689openalex-snapshot
Complexity in Factor Pricing Models
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.