Results 291 to 300 of about 204,844 (307)

On comparing zero-alpha tests across multifactor asset pricing models

Journal of Banking and Finance, 2015
Lieven De Moor, Piet Sercu
exaly  

Further tests of asset pricing models: Liquidity risk matters

Economic Modelling, 2021
exaly  

A large-scale approach for evaluating asset pricing models

Journal of Financial Economics, 2019
Laurent Barras
exaly  

Asset pricing models

2008
openaire   +1 more source

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

Economic Modelling, 2019
Yezhou Sha
exaly  

A CSR Asset Pricing Model

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

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

European Financial Management, 2007
Andreas Schrimpf
exaly  

Portfolio Construction for Tests of Asset Pricing Models

Financial Markets, Institutions and Instruments, 2004
Mika Vaihekoski
exaly  

Asset pricing models

2011
openaire   +1 more source

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

Econometrica, 2005
Ovidiu L Cǎlin, A Alexandrou Himonas
exaly