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Financial-market equilibrium with friction
Buss, Adrian
;
Dumas, Bernard
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2013
Persistent link: https://www.econbiz.de/10009767514
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R-squared and the economy
Morck, Randall
;
Yeung, Bernard
;
Yu, Wayne
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2013
Persistent link: https://www.econbiz.de/10009745239
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Assessing asset pricing models using revealed preference
Berk, Jonathan B.
;
Binsbergen, Jules H. van
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2014
Persistent link: https://www.econbiz.de/10010413194
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Costs of equity capital and model mispricing
Pástor, Ľuboš
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Stambaugh, Robert F.
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1998
Persistent link: https://www.econbiz.de/10000659972
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An intertemporal CAPM with stochastic volatility
Campbell, John Y.
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Giglio, Stefano
;
Polk, Christopher
; …
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2012
Persistent link: https://www.econbiz.de/10009633283
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Linear approximations and tests of conditional pricing models
Brandt, Michael W.
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Chapman, David A.
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2006
Persistent link: https://www.econbiz.de/10003378379
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7
A comparison of new factor models
Hou, Kewei
;
Xue, Chen
;
Zhang, Lu
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2014
Persistent link: https://www.econbiz.de/10010442479
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8
The investment CAPM
Zhang, Lu
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2017
Persistent link: https://www.econbiz.de/10011634680
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Does mutual fund performance vary over the business cycle?
Souza, André de
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Lynch, Anthony W.
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2012
Persistent link: https://www.econbiz.de/10009559890
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Junior can't borrow : a new perspective on the equity premium puzzle
Kōnstantinidēs, Giōrgos
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Donaldson, John B.
;
Mehra, …
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1998
Persistent link: https://www.econbiz.de/10000667750
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