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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Pacific-Basin finance journal"
~language:"eng"
~subject:"Estimation"
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Search: subject:"Capital-Asset-Pricing-Modell"
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138
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Long, Huaigang
3
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2
Hommes, Cars H.
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Ang, Tze Chuan
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Journal of economic dynamics & control
Pacific-Basin finance journal
Journal of financial economics
75
Journal of empirical finance
52
Working paper / National Bureau of Economic Research, Inc.
49
Journal of banking & finance
45
Finance research letters
44
NBER working paper series
42
International review of financial analysis
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International review of economics & finance : IREF
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ECONIS (ZBW)
41
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
An empirical evaluation of the salience-based asset pricing model : evidence from Australia
Lee, Deok-Hyeon
;
Min, Byoung-Kyu
;
Xiao, Yucaho
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014534600
Saved in:
3
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
4
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
5
Asset pricing models in the presence of higher moments : theory and evidence from the U.S. and China stock market
Hu, Debao
;
Li, Xin
;
Xiang, George
;
Zhou, Qiyao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463246
Saved in:
6
Does the investment-profitability correlation affect the factor premiums? : evidence from China
Chen, Shan
;
Liu, Xujun
;
Li, Tao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463265
Saved in:
7
Asset pricing with two types of heterogeneous consumption volatilities in mind : evidence from China
Chen, Qi-an
;
Li, Huashi
;
Lin, Jianyi
;
Yan, Youliang
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014463601
Saved in:
8
The beta anomaly in the Australian stock market and the lottery demand
Bradrania, Reza
;
Veron, Jose Francisco
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014463612
Saved in:
9
Predicting the Australian equity risk premium
Jurdi, Doureige J.
- In:
Pacific-Basin finance journal
71
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014513743
Saved in:
10
Pairs trading and asset pricing
Xiang, Yun
;
He, Jiaxuan
- In:
Pacific-Basin finance journal
72
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013370400
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