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Asset pricing with dynamic pro...
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Asset pricing
26
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Chai, Daniel
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Dinh Hoang Bach Phan
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Pacific-Basin finance journal
MPRA Paper
64
Staff working paper / Bank of Canada
61
CEPR Discussion Papers
54
Finance research letters
49
Working Paper
46
Journal of financial economics
41
Management science : journal of the Institute for Operations Research and the Management Sciences
41
Journal of banking & finance
40
Bank of Canada Staff Working Paper
35
International review of financial analysis
31
Bank of Canada Working Paper
28
Journal of economic dynamics & control
28
Journal of empirical finance
28
Discussion papers / CEPR
27
Working Papers / Bank of Canada
25
The North American journal of economics and finance : a journal of financial economics studies
24
Applied economics
23
Management Science
23
Economics letters
21
Finance
21
Staff Reports / Federal Reserve Bank of New York
20
Journal of international financial markets, institutions & money
19
Economic Theory
18
Quantitative Finance
18
European journal of operational research : EJOR
17
Economic modelling
16
SAFE working paper
16
The European journal of finance
16
Working Papers / Federal Reserve Bank of St. Louis
16
CFS Working Paper Series
15
International review of economics & finance : IREF
15
ECB Working Paper
14
Economics Papers from University Paris Dauphine
14
Research paper series / Swiss Finance Institute
14
SAFE Working Paper
14
Speech / Federal Reserve Board (Board of Governors of the Federal Reserve System)
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CESifo Working Paper
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Journal of Banking & Finance
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ECONIS (ZBW)
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1
Risk and return in the Chinese stock market : does equity return dispersion proxy risk?
Chen, Chun-Da
;
Demirer, Rıza
;
Jategaonkar, Shrikant P.
- In:
Pacific-Basin finance journal
33
(
2015
),
pp. 23-37
Persistent link: https://www.econbiz.de/10011474042
Saved in:
2
Islamic spot and index futures markets : where is the price discovery?
Karabiyik, Hande
;
Narayan, Paresh Kumar
;
Dinh Hoang …
- In:
Pacific-Basin finance journal
52
(
2018
),
pp. 123-133
Persistent link: https://www.econbiz.de/10012035614
Saved in:
3
Asset pricing with an imprecise information set
Jacoby, Gady
;
Lee, Gemma
;
Paseka, Alexander
;
Wang, Yan
- In:
Pacific-Basin finance journal
53
(
2019
),
pp. 82-93
Persistent link: https://www.econbiz.de/10012133297
Saved in:
4
Idiosyncratic volatility in the Australian equity market
Zhong, Angel
- In:
Pacific-Basin finance journal
50
(
2018
),
pp. 105-125
Persistent link: https://www.econbiz.de/10012033763
Saved in:
5
Volume shocks and stock returns : an alternative test
Zhong, Angel
;
Chai, Daniel
;
Li, Bob
;
Chiah, Mardy
- In:
Pacific-Basin finance journal
48
(
2018
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012028016
Saved in:
6
Empirical tests on the liquidity-adjusted capital asset pricing model
Vu, Van
;
Chai, Daniel
;
Do, Viet
- In:
Pacific-Basin finance journal
35
(
2015
)
1
,
pp. 73-89
Persistent link: https://www.econbiz.de/10011538103
Saved in:
7
Which model best explains the returns of large Australian stocks?
Chai, Daniel
;
Chiah, Mardy
;
Gharghori, Philip
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 182-191
Persistent link: https://www.econbiz.de/10012169529
Saved in:
8
The puzzling media effect in the Chinese stock market
Huang, Tzu-Lun
- In:
Pacific-Basin finance journal
49
(
2018
),
pp. 129-146
Persistent link: https://www.econbiz.de/10012117680
Saved in:
9
Price discovery and asset pricing
Narayan, Paresh Kumar
;
Dinh Hoang Bach Phan
; …
- In:
Pacific-Basin finance journal
40
(
2016
),
pp. 224-235
Persistent link: https://www.econbiz.de/10011712065
Saved in:
10
New evidence on economic policy uncertainty and equity premium
Li, Xiaoming
- In:
Pacific-Basin finance journal
46
(
2017
),
pp. 41-56
Persistent link: https://www.econbiz.de/10011800916
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