Sangphill Kim

University of Massachusetts Lowell - Department of Finance

Associate Professor of Finance

One University Avenue

Lowell, MA 01854

United States

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

The CAPM and Beta in an Imperfect Market

Number of pages: 5 Posted: 07 Apr 2003
Ramon P. DeGennaro and Sangphill Kim
University of Tennessee, Knoxville - Department of Finance and University of Massachusetts Lowell - Department of Finance
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Citation 2

Abstract:

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Arbitrage, Pricing Kernel, Market Efficiency Hypothesis, Rational Learning, Option Valuation, Risk-Neutral Density, GCAPM, CAPM, intermediaries, market portfolio, systematic risk

The CAPM and Beta in an Imperfect Market

Posted: 18 Jun 2003
Ramon P. DeGennaro and Sangphill Kim
University of Tennessee, Knoxville - Department of Finance and University of Massachusetts Lowell - Department of Finance

Abstract:

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Arbitrage, Market Efficiency Hypothesis, GCAPM, CAPM, intermediaries, market portfolio, systematic risk