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Testing pricing errors of models with latent factors and firm characteristics as covariances

Zhang, Chu - In: Management science : journal of the Institute for … 70 (2024) 3, pp. 1706-1728

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Statistical and economic significance of stock return predictability : a mean-variance analysis

Wei, Steven X.; Zhang, Chu - In: Journal of multinational financial management 13 (2003) 4/5, pp. 443-463

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Investment under risk in property rights

Wen, Guanzhong - In: China economic review : an international journal 4 (1993) 1, pp. 49-53

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GMM tests of stochastic doscount factor models with useless factors

Kan, Raymond; Zhang, Chu - In: Journal of financial economics 54 (1999) 1, pp. 103-127

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Asset pricing specification errors and performance evaluation

He, Jia; Ng, Lilian K.; Zhang, Chu - In: European finance review : the official journal of the … 3 (1999) 2, pp. 205-232

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When ignorance is bliss : the retailer's intelligence hazard under information sharing and exchanging

Zhang, Chu; Bin, Liu; Cai, Gangshu; Huang, Tao - In: Transportation research / E : an international journal 180 (2023), pp. 1-20

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Rental rates under housing price uncertainty : a real options approach

Wang, Honglin; Yu, Fan; Zhou, Yinggang - 2013

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Property Investment and Rental Rate Under Housing Price Uncertainty : A Real Options Approach

Wang, Honglin - 2018

The conventional wisdom that housing prices are the present value of future rents ignores the fact that unlike dividends on stocks, rent is not discretionary. Housing price uncertainty can affect household property investments, which in turn affect rent. By extending the theory of investment...

Persistent link: https://www.econbiz.de/10012928877

Property Investment and Rental Rates Under Housing Price Uncertainty : A Real Options Approach

Wang, Honglin - 2015

The conventional wisdom that housing prices are the present value of future rents ignores the fact that rents are not discretionary as in dividends on stocks. Housing price uncertainty can affect household property investment, which in turn affects rent. By extending the theory of investment...

Persistent link: https://www.econbiz.de/10013034654

Two-pass tests of asset pricing models with useless factors

Kan, Raymond; Zhang, Chu - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 203-235

Persistent link: https://www.econbiz.de/10001355207