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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