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Testing international asset pricing models using implied costs of capital
Lee, Charles M. C.; Ng, David Tat-chee; Swaminathan, … - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 2, pp. 307-335
Persistent link: https://www.econbiz.de/10003865566
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Is unlevered firm volatility asymmetric?
Daouk, Hazem; Ng, David - In: Journal of empirical finance 18 (2011) 4, pp. 634-651
Persistent link: https://www.econbiz.de/10009306538
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An international dynamic asset pricing model
Hodrick, Robert J.; Ng, David Tat-chee; Sengmueller, Paul - In: International tax and public finance 6 (1999) 4, pp. 597-620
Persistent link: https://www.econbiz.de/10001498560
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An international dynamic asset pricing model
Hodrick, Robert J.; Ng, David Tat-chee; Sengmueller, Paul - 1999
Persistent link: https://www.econbiz.de/10001390241
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Predicting market returns using aggregate implied cost of capital
Li, Yan; Ng, David Tat-chee; Swaminathan, Bhaskaran - In: Journal of financial economics 110 (2013) 2, pp. 419-436
Persistent link: https://www.econbiz.de/10010208662
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Institutional ownership and return predictability across economically unrelated stocks
Gao, George P.; Moulton, Pamela C.; Ng, David Tat-chee - In: Journal of financial intermediation 31 (2017), pp. 45-63
Persistent link: https://www.econbiz.de/10011822427
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Temperature shocks and industry earnings news
Addoum, Jawad M.; Ng, David Tat-chee; Ortiz-Bobea, Ariel - In: Journal of financial economics 150 (2023) 1, pp. 1-45
Persistent link: https://www.econbiz.de/10014421124