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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

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

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

An international dynamic asset pricing model

Hodrick, Robert J.; Ng, David Tat-chee; Sengmueller, Paul - 1999

Persistent link: https://www.econbiz.de/10001390241

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

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

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

Analyst's stock views and revision actions

Li, Tao - In: Finance research letters 44 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014494726

Does the investment-profitability correlation affect the factor premiums? : evidence from China

Chen, Shan; Liu, Xujun; Li, Tao - In: Pacific-Basin finance journal 79 (2023), pp. 1-13

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A Unified Duration-based Explanation of the Value, Profitability, and Investment Anomalies

Chen, Shan - 2020

Two duration factors that arise from the downward-sloping term structure of equity returns explain the value, profitability, and investment premiums. One duration-factor captures the spread of returns between short and long durations, and the other duration-factor {measures the difference in...

Persistent link: https://www.econbiz.de/10012850807