|
|
Conditional Nonlinear Asset Pricing Kernels and the Size and Book-to-Market Effects
– Stephen D. Burke
- 2001
|
|
|
Les organisations-partenaires / The Partner Organizations •École des Hautes Études Commerciales
– Kris Jacobs, Kevin Q. Wang, Série Scientifique, École Polytechnique De Montréal, Université Concordia, Université De Montréal, Université Laval, Université Mcgill
|
|
11
|
Idiosyncratic Consumption Risk and the Cross Section of Asset Returns
– Kris Jacobs, Kevin Q. Wang
- 2004
|
|
30
|
Housing collateral, consumption insurance, and risk premia, Working paper
– Stijn Van Nieuwerburgh
- 2002
|
|
4
|
Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance
– Wayne E. Ferson
- 2003
|
|
143
|
Nonparametric Estimation of State-Price Densities Implicit In Financial Asset Prices
– Yacine Aït-Sahalia, Andrew W. Lo
- 1997
|
|
|
History of the Efficient Market Hypothesis
– Martin Sewell
- 2011
|
|
|
Asset Pricing and the Equity Premium Puzzle: A Review Essay
– Wei Pierre Wang
- 2002
|
|
2
|
Introduction to Asset Pricing Theory and Tests
– Robert R. Grauer
- 2001
|
|
|
NBER WORKING PAPER SERIES CAPITAL, INTEREST, AND AGGREGATE INTERTEMPORAL SUBSTITUTION
– Robert Barro, John Campbell, Austan Goolsbee, Jel No. E
- 2002
|
|
|
Stock Market Predictability: Is it There? A Critical Review
– David Rey, David Rey, David Rey
- 2004
|
|
|
Speculation in Financial Markets: A Survey.
– Documento De Trabajo, Felipe Zurita
|
|
2
|
Market structure, security prices and informational efficiency
– Jennifer Huang, Jiang Wang
- 1997
|
|
5
|
Collateral Shortages, Asset Price and Investment Volatility with Heterogeneous Beliefs
– Dan Cao
|
|
|
Intertemporal Asset Pricing Theory
– Darrell Duffie
- 2002
|
|
45
|
Empirical pricing kernels
– Joshua V. Rosenberg , Robert F. Engle
- 2001
|
|
6
|
FINANCE APPLICATIONS OF GAME THEORY
– Franklin Allen, Stephen Morris
|
|
|
Can Market Risk Perception Drive to Inefficient Prices? Theory and Evidence
– Matteo Formenti
- 2010
|
|
21
|
On the importance of measuring payout yield: Implications for empirical asset pricing
– Jacob Boudoukh, Roni Michaely, Matthew Richardson, Michael R. Roberts
- 2006
|
