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Testing pricing errors of mode...
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Capital income
11
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8
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Zhang, Chu
75
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13
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12
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8
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7
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5
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4
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3
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ECONIS (ZBW)
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Why did individual stocks become more volatile?
Zhang, Chu
;
Zhang, Chu
- In:
The journal of business : B
79
(
2006
)
1
,
pp. 259-292
Persistent link: https://www.econbiz.de/10003301999
Saved in:
2
On the explanatory power of firm-specific variables in cross-sections of expected returns
Zhang, Chu
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 306-317
Persistent link: https://www.econbiz.de/10003839331
Saved in:
3
Testing the APT with the maximum Sharpe ratio of extracted factors
Zhang, Chu
- In:
Management science : journal of the Institute for …
55
(
2009
)
7
,
pp. 1255-1266
Persistent link: https://www.econbiz.de/10003864260
Saved in:
4
A reexamination of the causes of time-varying stock return volatilities
Zhang, Chu
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
3
,
pp. 663-684
Persistent link: https://www.econbiz.de/10008657206
Saved in:
5
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
Persistent link: https://www.econbiz.de/10001407070
Saved in:
6
Investment under risk in property rights
Wen, Guanzhong
- In:
China economic review : an international journal
4
(
1993
)
1
,
pp. 49-53
Persistent link: https://www.econbiz.de/10001156375
Saved in:
7
On the relationship between conditional jump intensity and diffusive volatility
Li, Gang
;
Zhang, Chu
- In:
Journal of empirical finance
37
(
2016
),
pp. 196-213
Persistent link: https://www.econbiz.de/10011663028
Saved in:
8
Counterparty credit risk and derivatives pricing
Li, Gang
;
Zhang, Chu
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 647-668
Persistent link: https://www.econbiz.de/10012168658
Saved in:
9
The explanatory power of R&D for the cross-section of stock returns : Japan 1985 - 2000
Xu, Ming
;
Zhang, Chu
- In:
Pacific-Basin finance journal
12
(
2004
)
3
,
pp. 245-269
Persistent link: https://www.econbiz.de/10002059077
Saved in:
10
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
Persistent link: https://www.econbiz.de/10001653168
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