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Pricing model performance and the two-pass cross-sectional regression methodology
Kan, Raymond; Robotti, Cesare; Shanken, Jay - In: The journal of finance : the journal of the American … 68 (2013) 6, pp. 2617-2649
Persistent link: https://www.econbiz.de/10010237376
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Two-pass tests of asset pricing models with useless factors
Kan, Raymond; Zhang, Chu - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
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A critique of the stochastic discount factor methodology
Kan, Raymond; Zhou, Guofu - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1221-1248
Persistent link: https://www.econbiz.de/10001395748
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Are the Discounts on Closed-End Funds a Sentiment Index?
Chen, Nai-Fu; Kan, Raymond; Miller, Merton H. - In: The journal of finance : the journal of the American … 48 (1993) 2, pp. 795-800
Persistent link: https://www.econbiz.de/10006603682
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Tests of the Relations Among Marketwide Factors, Firm-Specific Variables, and Stock Returns Using a Conditional Asset Pricing Model
He, Jia; Kan, Raymond; Ng, Lilian; Zhang, Chu - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1891-1908
Persistent link: https://www.econbiz.de/10007320943
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A Critique of the Stochastic Discount Factor Methodology
Kan, Raymond; Zhou, Guofu - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1221-1248
Persistent link: https://www.econbiz.de/10007375442
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ARTICLES - Two-Pass Tests of Asset Pricing Models with Useless Factors
Kan, Raymond; Zhang, Chu - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 203-236
Persistent link: https://www.econbiz.de/10007344326