The CAPM Strikes Back? An Investment Model with Disasters
Year of publication: |
2015-03
|
---|---|
Authors: | Zhang, Lu ; Bai, Hang ; Hou, Kewei ; Kung, Howard |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP CF EFG The price is Paper copy available by mail Number 21016 |
Classification: | E32 - Business Fluctuations; Cycles ; E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
-
Asset prices and macroeconomic outcomes: A survey
Claessens, Stijn, (2017)
-
Macroeconomic implications of financial imperfections: A survey
Claessens, Stijn, (2017)
-
Macro-financial volatility under dispersed information
Miao, Jianjun, (2021)
- More ...
-
The CAPM strikes back? : an investment model with disasters
Bai, Hang, (2015)
-
The CAPM strikes back? : an investment model with disasters
Bai, Hang, (2015)
-
The CAPM Strikes Back? An Equilibrium Model with Disasters
Bai, Hang, (2018)
- More ...