Results 201 to 210 of about 15,441 (215)

On comparing zero-alpha tests across multifactor asset pricing models

Journal of Banking and Finance, 2015
Lieven De Moor, Geert Dhaene, Piet Sercu   +2 more
exaly  

A large-scale approach for evaluating asset pricing models

Journal of Financial Economics, 2019
Laurent Barras
exaly  

Indian Stock Market and the Asset Pricing Models

Procedia Economics and Finance, 2015
Surendra S Yadav
exaly  

A CSR Asset Pricing Model

2018
Desban, Marc, Lajili Jarjir, Souad, Nasreddine, Aya   +2 more
openaire   +4 more sources

Which is the best: A comparison of asset pricing factor models in Chinese mutual fund industry

Economic Modelling, 2019
Yezhou Sha, Ran Gao
exaly  

Asset pricing models

2008
openaire   +1 more source

Cross‐sectional Tests of Conditional Asset Pricing Models: Evidence from the German Stock Market

European Financial Management, 2007
Andreas Schrimpf, Michael Schröder, Richard Stehle   +2 more
exaly  

Portfolio Construction for Tests of Asset Pricing Models

Financial Markets, Institutions and Instruments, 2004
Mika Vaihekoski
exaly  

Solving Asset Pricing Models when the Price-Dividend Function Is Analytic

Econometrica, 2005
Ovidiu Calin, Thomas F Cosimano, A Alexandrou Himonas   +2 more
exaly  

Finite sample properties of the generalized method of moments in tests of conditional asset pricing models

Journal of Financial Economics, 1994
exaly