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Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu; Fang, Ying; Xu, Qiuhua - 2020
Persistent link: https://www.econbiz.de/10012312745
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Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu; Fang, Ying; Xu, Qiuhua - In: Journal of econometrics 227 (2022) 1, pp. 114-133
Persistent link: https://www.econbiz.de/10013441628
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Nonparametric estimation and testing of stochastic discount factor
Fang, Ying; Ren, Yun; Yuan, Yufei - In: Finance research letters 8 (2011) 4, pp. 196-205
Persistent link: https://www.econbiz.de/10009425853
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A semiparametric conditional capital asset pricing model
Cai, Zongwu; Ren, Yu; Yang, Bingduo - In: Journal of banking & finance 61 (2015), pp. 117-126
Persistent link: https://www.econbiz.de/10011545159
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New online investor sentiment and asset returns
Cai, Zongwu; Chen, Pixiong - 2022
Persistent link: https://www.econbiz.de/10013483748