James D. MacBeth

Tests of the Black-Scholes and Cox Call Option Valuation Models

L. J. Merville, James D. MacBeth, 1980 .

Further Results on the Constant Elasticity of Variance Call Option Pricing Model

David C. Emanuel, James D. MacBeth, 1982, Journal of Financial and Quantitative Analysis.

An Empirical Examination of the Black‐Scholes Call Option Pricing Model

Larry J. Merville, L. J. Merville, James D. MacBeth, 1979 .

Risk, Return, and Equilibrium: Empirical Tests

E. Fama, James D. MacBeth, 1973, Journal of Political Economy.

Risk, Return, and Equilibrium: Empirical Tests — Source link

E. Fama, James D. MacBeth, 2022 .

Tests of the multiperiod two-parameter model

E. Fama, James D. MacBeth, 1974 .

Long-Term Growth in a Short-Term Market

E. Fama, James D. MacBeth, 1974 .