teoretisk og empirisk teoretisk og empirisk undersøgelse af ...

10 Referencer
Bøger og artikler.
Litteratur
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[2] Beaver, W., Kettler, P. og Scholes, M. (1970). The Association between Market Determined and
Accounting Determined Risk Measures. The Accounting Review 45 Oktober: 654-682.
[3] Breeden, D.T., Gibbons, M.R. & Litzenberger, R.H. (1989). Empirical Tests of the Consumption-
Oriented CAPM.
[4] Campbell, J.Y., Lo, A.W., MacKinlay, A.C. (1997). The Econometrics of Financial Markets.
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[5] Campbell, J.Y., Cochrane, J.H. (1999). By Force of Habit: A Consumption-based explanation
of aggregate Stock Market Behavior, Journal of Political Economy 107, 205-251.
[6] Christensen, P.O. & Feltham, G. A. (2003). Economics of Accounting: Volume I - Information
in Markets, Springer Science+Business Media, Inc.
[7] Christensen, P.O. & Feltham, G.A. (2006). Equity Valuation: thirty years later. Working paper.
[8] Cochrane, J.H. (2005). Asset Pricing - Revised Edition, Princeton University Press.
[9] Fama, E. & French, K. (1992). Common Risk Factors in the Returns on Stocks and Bonds.
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[10] Fama, E. & French, K. (1995). Size and Book-to-Market Factors in Earnings and Returns. The
Journal of Finance 50 Marts: 131-155.
[11] Grinblatt, M. & Titman, S. (2002). Financial Markets and Corporate Strategy, McGraw-Hill.
[12] Jagannathan, R., McGrattan, E.R. & Scherbina, A. (2001). The declining U.S. equity premium,
Quarterly Review, Federal Reserve Bank of Minneapolis 24, Fall, 3—19.
[13] Johnston, & Dinardo, Econometric methods, 4th edition (1997), McGraw-Hill.
[14] Kiertzner, L. (2004). Håndbog i Årsrapport, Revifora.
[15] Munk, C. (2006). Financial Asset Pricing Theory, lecture notes, Department of Business and
Economics, University of Southern Denmark.
[16] Mittelhammer, R.C., Judge, G.G. & Miller, D.J. (2000). Econometric Foundations. Cambridge
University Press.
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