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CAPM
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Julliard, Christian
18
Ghosh, Anisha
7
Parker, Jonathan A.
6
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4
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4
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2
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Feedback effects and asset prices
Ozdenoren, Emre
;
Yuan, Kathy
- In:
The journal of finance : the journal of the American …
63
(
2008
)
4
,
pp. 1939-1975
Persistent link: https://www.econbiz.de/10003822116
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Can rare events explain the equity premium puzzle?
Julliard, Christian
(
contributor
);
Ghosh, Anisha
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003755193
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3
What is the consumption-CAPM missing? : an information-theoretic framework for the analysis of asset pricing models
Ghosh, Anisha
;
Julliard, Christian
;
Taylor, Alex P.
-
2011
Persistent link: https://www.econbiz.de/10009355531
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4
Can rare events explain the equity premium puzzle?
Ghosh, Anisha
;
Julliard, Christian
-
2012
Persistent link: https://www.econbiz.de/10009526519
Saved in:
5
Can rare events explain the equity premium puzzle?
Julliard, Christian
;
Ghosh, Anisha
- In:
The review of financial studies
25
(
2012
)
10
,
pp. 3037-3076
Persistent link: https://www.econbiz.de/10009630177
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6
An information based one-factor asset pricing model
Ghosh, Anisha
;
Julliard, Christian
;
Taylor, Alex P.
-
2016
Persistent link: https://www.econbiz.de/10011488025
Saved in:
7
Consumption in asset returns
Bryzgalova, Svetlana
;
Julliard, Christian
-
2020
Persistent link: https://www.econbiz.de/10012205744
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8
Bayesian solutions for the factor zoo : we just ran two quadrillion models
Bryzgalova, Svetlana
;
Huang, Jiantao
;
Julliard, Christian
-
2020
Persistent link: https://www.econbiz.de/10012205745
Saved in:
9
Consumption in asset returns
Bryzgalova, Svetlana
;
Julliard, Christian
-
2020
Persistent link: https://www.econbiz.de/10012214075
Saved in:
10
Bayesian solutions for the factor zoo : we just ran two quadrillion models
Bryzgalova, Svetlana
;
Huang, Jiantao
;
Julliard, Christian
-
2020
Persistent link: https://www.econbiz.de/10012214084
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