Results 191 to 200 of about 15,441 (215)

On the Determination of General Scientific Models With Application to Asset Pricing

Journal of the American Statistical Association, 2009
A Ronald Gallant, Robert E Mcculloch
exaly  

An Information-Theoretic Asset Pricing Model

2019
Presented at EEA Manchester, 2019. Revise and resubmit at Management Science.
Ghosh, Anisha, Julliard, Christian, Taylor, Alex P.   +2 more
openaire   +1 more source

Asset Pricing Models

2010
openaire   +2 more sources

Tests of asset-pricing models: how important is the iid-normal assumption?

Journal of Empirical Finance, 2001
Nicolaas Groenewold, Patricia Fraser
exaly  

Multi-factor asset pricing models in emerging and developed markets

Managerial Finance, 2019
Vaibhav Lalwani, Madhumita Chakraborty
exaly  

Investor sentiment: Does it augment the performance of asset pricing models?

International Review of Financial Analysis, 2018
Deven Bathia, Don Bredin
exaly  

A best choice among asset pricing models? The Conditional Capital Asset Pricing Model in Australia

Accounting and Finance, 2004
Robert B Durand, R A Maller
exaly  

Introduction to Asset Pricing Factor Models

2021
Moinak Maiti, Maiti Moinak
exaly  

Is the ex ante risk premium always positive?

Journal of Financial Economics, 1993
Jacob Boudoukh, Matthew Richardson
exaly  

Further tests of asset pricing models: Liquidity risk matters

Economic Modelling, 2021
exaly