The DOI matches its Crossref record; 33 of the 33 references it cites were found in a registry or an index.
Testing asset pricing models with changing expectations and an unobservable market portfolio
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Citations
Cites
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
Sharpe, W. F. (1964) · The Journal of Finance · doi:10.1111/j.1540-6261.1964.tb02865.x · Cited by 19,441
Risk, Return, and Equilibrium: Empirical Tests
Fama, E. F., & MacBeth, J. D. (1973) · Journal of Political Economy · doi:10.1086/260061 · Cited by 14,258
The Behavior of Stock-Market Prices
Fama, E. F. (1965) · The Journal of Business · doi:10.1086/294743 · Cited by 8,664
An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
Zellner, A. (1962) · Journal of the American Statistical Association · doi:10.1080/01621459.1962.10480664 · Cited by 8,401
A Theory of the Term Structure of Interest Rates
Cox, J. C., Ingersoll, J. E., & Ross, S. A. (1985) · Econometrica · doi:10.2307/1911242 · Cited by 8,271
The arbitrage theory of capital asset pricing
Ross, S. A. (1976) · Journal of Economic Theory · doi:10.1016/0022-0531(76)90046-6 · Cited by 7,009
Lintner, J. (1965) · The Review of Economics and Statistics · doi:10.2307/1924119 · Cited by 6,877
Lintner, J. (1975) · Stochastic Optimization Models in Finance · doi:10.1016/b978-0-12-780850-5.50018-6 · Cited by 6,743
An Intertemporal Capital Asset Pricing Model
Merton, R. C. (1973) · Econometrica · doi:10.2307/1913811 · Cited by 6,508
Asset Prices in an Exchange Economy
Lucas, R. E. (1978) · Econometrica · doi:10.2307/1913837 · Cited by 5,014
Cited by
Data-Snooping Biases in Tests of Financial Asset Pricing Models
Lo, A. W., & MacKinlay, A. C. (1990) · Review of Financial Studies · doi:10.1093/rfs/3.3.431 · Cited by 1,134
Conditioning variables and the cross-section of stock returns
Ferson, W. E., & Harvey, C. R. (1999) · The Journal of Finance · doi:10.1111/0022-1082.00148 · Cited by 839
Self-citationTime-Variation in Expected Returns
Conrad, J., & Kaul, G. (1988) · The Journal of Business · doi:10.1086/296441 · Cited by 462
Metadata
- Authors
- Gibbons, M. R., & Ferson, W.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 1985-06
- Volume
- 14
- Issue
- 2
- Pages
- 217-236
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2127365139
- Cited by
- 293
- References
- 33
- FWCI
- 12.30
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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- CoChat. (2026). Citation check: Testing asset pricing models with changing expectations and an unobservable market portfolio. https://app.cochat.ai/papers/10.1016/0304-405x(85)90015-7
- The paper
- Gibbons, M. R., & Ferson, W. (1985). Testing asset pricing models with changing expectations and an unobservable market portfolio. Journal of Financial Economics. https://doi.org/10.1016/0304-405x(85)90015-7
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
