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High-stakes examinations and educational inequality : evidence from transitory exposure to air pollution
Deng, Hui; Du, Rui; Guo, Dongmei; Sun, Weizeng; Xia, Yuhuan - In: Economic inquiry 61 (2023) 3, pp. 546-571
Persistent link: https://www.econbiz.de/10014308606
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Investor sentiment and Chinese a-share stock markets anomalies
Zhao, Yiwei; Yang, Zheng; Qian, Xiaolin - In: International journal of economics and finance 7 (2015) 9, pp. 293-312
Persistent link: https://www.econbiz.de/10011347208
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Dynamic linkages between Asian stock prices and exchange rates : new evidence from causality in quantiles
Yang, Zheng; Tu, Anthony H.; Zeng, Yong - In: Applied economics 46 (2014) 10/12, pp. 1184-1201
Persistent link: https://www.econbiz.de/10010399366
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Three essays on empirical asset pricing
Zhang, Xiaoyan - 2002
Persistent link: https://www.econbiz.de/10003777584
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Analysis of major factors influencing crop yield of Shandong Province
Zhang, Xiaoyan; Wang, Lili; Wang, Lei; Liu, Bingfu; … - In: Proceedings of selected articles of 2013 World …, (pp. 159-167). 2014
Persistent link: https://www.econbiz.de/10010417287
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Evaluating the specification errors of asset pricing models
Hodrick, Robert J.; Zhang, Xiaoyan - In: Journal of financial economics 62 (2001) 2, pp. 327-376
Persistent link: https://www.econbiz.de/10001621745
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Pricing the global industry portfolios
Cavaglia, Stefano M.; Hodrick, Robert J.; Vadim, Moroz; … - 2002
Persistent link: https://www.econbiz.de/10001714926
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Evaluating the specification errors of asset pricing models
Hodrick, Robert J.; Zhang, Xiaoyan - 2000
Persistent link: https://www.econbiz.de/10001470841
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Evaluating the Specification Errors of Asset Pricing Models
Hodrick, Robert J. - 2000
This paper examines the specification errors of several asset pricing models using the methodology of Hansen and Jagannathan (1997) and a common data set. The models are the CAPM, the Consumption CAPM, the Jagannathan and Wang (1996) conditional CAPM, the Campbell (1996) dynamic asset pricing...
Persistent link: https://www.econbiz.de/10012471106
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Evaluating the Specification Errors of Asset Pricing Models
Hodrick, Robert J.; Zhang, Xiaoyan - 2021
This paper examines the specification errors of several asset pricing models using the methodology of Hansen and Jagannathan (1997) and a common data set. The models are the CAPM, the Consumption CAPM, the Jagannathan and Wang (1996) conditional CAPM, the Campbell (1996) dynamic asset pricing...
Persistent link: https://www.econbiz.de/10013244733